+99.7%
CELH vs UL
+287.2%
-187.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.0% |
| 7D | -15.8% | -4.1% | -11.7% | -14.0% |
| 30D | -5.2% | -1.2% | -4.0% | -4.5% |
| 3M | -6.1% | +6.0% | -12.1% | -8.5% |
| 6M | -40.9% | -5.5% | -35.4% | -39.3% |
| YTD | -41.8% | -3.3% | -38.5% | -40.9% |
| 1Y | -52.6% | -9.8% | -42.8% | -50.6% |
| 3Y | -60.4% | +20.1% | -80.5% | -64.1% |
| 5Y | -12.6% | +19.2% | -31.8% | -21.6% |
| 10Y | +3,704.3% | +65.4% | +3,638.9% | +2,798.3% |
| All | +99.7% | +287.2% | -187.5% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling