-45.5%
CELH vs BURL
+86.7%
-132.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.7% | +7.3% |
| 7D | +10.4% | +4.1% | +6.4% | +9.6% |
| 30D | +19.5% | -9.5% | +28.9% | +21.5% |
| 3M | +35.3% | -33.5% | +68.8% | +44.2% |
| 6M | -2.0% | -22.1% | +20.1% | +1.5% |
| YTD | -29.7% | -14.6% | -15.1% | -28.2% |
| 1Y | -28.6% | -8.4% | -20.3% | -28.4% |
| 3Y | -45.5% | +86.6% | -132.0% | -49.5% |
| All | -45.5% | +86.7% | -132.2% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling