+318.7%
CELH vs OUST
-62.4%
+381.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.2% |
| 7D | -7.0% | +5.2% | -12.3% | -7.5% |
| 30D | +5.2% | -19.3% | +24.4% | +6.9% |
| 3M | +10.5% | -22.6% | +33.1% | +10.3% |
| 6M | -32.7% | +62.8% | -95.5% | -39.2% |
| YTD | -33.0% | +68.3% | -101.3% | -40.1% |
| 1Y | -49.5% | +28.5% | -78.1% | -54.2% |
| 3Y | -52.6% | +554.0% | -606.7% | -69.3% |
| 5Y | +5.2% | -56.2% | +61.4% | -4.3% |
| All | +318.7% | -62.4% | +381.1% | +295.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling