-59.1%
CELH vs OSCR
+401.8%
-460.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | -11.2% | +1.6% | -12.8% | -11.4% |
| 30D | -1.4% | +10.7% | -12.1% | -2.5% |
| 3M | -4.2% | +13.4% | -17.5% | -5.3% |
| 6M | -40.5% | +144.6% | -185.0% | -45.7% |
| YTD | -40.5% | +128.0% | -168.5% | -45.6% |
| 1Y | -53.0% | +68.7% | -121.7% | -56.1% |
| 3Y | -59.1% | +398.8% | -457.8% | -71.6% |
| All | -59.1% | +401.8% | -460.9% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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