+25.1%
CELH vs OUST
-53.0%
+78.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.5% | +10.2% | +2.5% |
| 7D | +0.8% | -3.8% | +4.6% | +1.1% |
| 30D | +19.3% | +5.1% | +14.3% | +18.2% |
| 3M | +12.6% | -25.8% | +38.5% | +14.7% |
| 6M | +16.4% | -2.0% | +18.4% | +11.6% |
| YTD | -29.1% | +54.7% | -83.8% | -37.0% |
| 1Y | -26.3% | +48.8% | -75.1% | -34.3% |
| 3Y | -40.1% | +607.8% | -647.9% | -63.5% |
| All | +25.1% | -53.0% | +78.1% | +70.5% |
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