-53.4%
CELH vs OUST
+554.0%
-607.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.1% |
| 7D | -7.0% | +5.2% | -12.3% | -7.2% |
| 30D | +5.2% | -19.3% | +24.4% | +5.9% |
| 3M | +10.5% | -22.6% | +33.1% | +10.3% |
| 6M | -32.7% | +62.8% | -95.5% | -36.4% |
| YTD | -33.0% | +68.3% | -101.3% | -37.0% |
| 1Y | -49.5% | +28.5% | -78.1% | -52.2% |
| All | -53.4% | +554.0% | -607.4% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling