-48.4%
CELH vs ULTA
+27.7%
-76.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.2% |
| 7D | +9.9% | +6.7% | +3.2% | +7.5% |
| 30D | +11.7% | +21.7% | -10.0% | +4.4% |
| 3M | +4.1% | +21.5% | -17.4% | -2.7% |
| 6M | -8.4% | +27.5% | -35.9% | -15.9% |
| YTD | -32.8% | +9.2% | -42.0% | -36.3% |
| 1Y | -48.4% | +27.9% | -76.3% | -56.2% |
| All | -48.4% | +27.7% | -76.1% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling