+3,733.8%
CELH vs UL
+66.7%
+3,667.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | -11.2% | -3.4% | -7.8% | -9.6% |
| 30D | -1.4% | +0.5% | -1.9% | -1.5% |
| 3M | -4.2% | +7.2% | -11.4% | -7.2% |
| 6M | -40.5% | -3.1% | -37.4% | -39.6% |
| YTD | -40.5% | -2.7% | -37.8% | -39.7% |
| 1Y | -53.0% | -10.2% | -42.8% | -50.7% |
| 3Y | -59.1% | +20.3% | -79.3% | -63.2% |
| 5Y | -10.7% | +19.9% | -30.6% | -20.9% |
| All | +3,733.8% | +66.7% | +3,667.1% | +3,146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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