+670.4%
CELH vs ULTA
+1,575.4%
-905.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.7% |
| 7D | -11.2% | -3.1% | -8.1% | -10.6% |
| 30D | -1.4% | +2.8% | -4.2% | -2.2% |
| 3M | -4.2% | +14.8% | -18.9% | -7.2% |
| 6M | -40.5% | -16.2% | -24.2% | -38.4% |
| YTD | -40.5% | -9.6% | -30.9% | -39.4% |
| 1Y | -53.0% | +4.8% | -57.8% | -53.8% |
| 3Y | -59.1% | +30.7% | -89.7% | -62.4% |
| 5Y | -10.7% | +45.9% | -56.6% | -18.8% |
| 10Y | +3,788.6% | +129.0% | +3,659.5% | +3,107.9% |
| All | +670.4% | +1,575.4% | -905.1% | +286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling