+41.4%
CELH vs OSCR
-9.0%
+50.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | -11.2% | +1.6% | -12.8% | -11.5% |
| 30D | -1.4% | +10.7% | -12.1% | -3.4% |
| 3M | -4.2% | +13.4% | -17.5% | -6.4% |
| 6M | -40.5% | +144.6% | -185.0% | -50.4% |
| YTD | -40.5% | +128.0% | -168.5% | -50.3% |
| 1Y | -53.0% | +68.7% | -121.7% | -59.3% |
| 3Y | -59.1% | +398.8% | -457.8% | -76.2% |
| 5Y | -10.7% | +87.3% | -98.0% | -42.7% |
| All | +41.4% | -9.0% | +50.4% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling