+277.4%
CELH vs OUST
-62.6%
+340.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.2% | -6.2% |
| 7D | -11.7% | +4.0% | -15.7% | -12.0% |
| 30D | +1.6% | -14.0% | +15.6% | +2.7% |
| 3M | -2.0% | -5.9% | +4.0% | -3.9% |
| 6M | -36.2% | +76.4% | -112.5% | -42.9% |
| YTD | -39.6% | +67.5% | -107.0% | -46.0% |
| 1Y | -50.7% | +27.1% | -77.8% | -55.1% |
| 3Y | -58.9% | +619.0% | -677.9% | -73.7% |
| 5Y | -5.4% | -54.9% | +49.5% | -14.1% |
| All | +277.4% | -62.6% | +340.1% | +256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling