-49.5%
CELH vs URA
+17.2%
-66.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -7.0% | +1.1% | -8.1% | -7.3% |
| 30D | +5.2% | +7.4% | -2.2% | +3.5% |
| 3M | +10.5% | -8.4% | +18.9% | +11.9% |
| 6M | -32.7% | -12.7% | -20.0% | -31.9% |
| YTD | -33.0% | +7.8% | -40.8% | -36.9% |
| 1Y | -49.5% | +19.5% | -69.0% | -47.4% |
| All | -49.5% | +17.2% | -66.8% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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