-7.2%
CELH vs OUST
-49.1%
+41.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +14.0% | -6.9% | +5.7% |
| 7D | +10.4% | +17.0% | -6.6% | +8.7% |
| 30D | +19.5% | -16.5% | +36.0% | +20.9% |
| 3M | +35.3% | -23.7% | +59.0% | +37.4% |
| 6M | -2.0% | +18.4% | -20.3% | -8.6% |
| YTD | -29.7% | +60.8% | -90.5% | -37.6% |
| 1Y | -28.6% | +44.2% | -72.8% | -36.1% |
| 3Y | -45.5% | +668.1% | -713.6% | -67.1% |
| All | -7.2% | -49.1% | +41.9% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling