-6.1%
CELH vs UL
+18.7%
-24.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 3M | -4.2% | +7.2% | -11.4% | -7.1% |
| 6M | -40.5% | -3.1% | -37.4% | -39.6% |
| YTD | -40.5% | -2.7% | -37.8% | -39.6% |
| 1Y | -53.0% | -10.2% | -42.8% | -50.6% |
| 3Y | -59.1% | +20.3% | -79.3% | -63.0% |
| All | -6.1% | +18.7% | -24.8% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling