+3,650.7%
CELH vs URA
+361.2%
+3,289.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -2.1% |
| 7D | -15.8% | -1.5% | -14.2% | -15.3% |
| 30D | -5.2% | -0.4% | -4.8% | -5.3% |
| 3M | -6.1% | +6.3% | -12.4% | -8.9% |
| 6M | -40.9% | -14.0% | -26.9% | -38.9% |
| YTD | -41.8% | +5.3% | -47.1% | -45.4% |
| 1Y | -52.6% | +11.7% | -64.3% | -57.2% |
| 3Y | -60.4% | +109.8% | -170.2% | -74.8% |
| 5Y | -12.6% | +108.0% | -120.6% | -45.9% |
| All | +3,650.7% | +361.2% | +3,289.5% | +1,428.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling