-58.4%
CELH vs URA
+116.4%
-174.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.1% | -6.2% |
| 7D | -11.7% | +5.7% | -17.4% | -12.7% |
| 30D | +1.6% | +5.6% | -4.0% | +0.3% |
| 3M | -2.0% | +6.2% | -8.2% | -3.4% |
| 6M | -36.2% | -8.2% | -27.9% | -35.9% |
| YTD | -39.6% | +9.7% | -49.2% | -42.0% |
| 1Y | -50.7% | +17.0% | -67.7% | -53.2% |
| All | -58.4% | +116.4% | -174.9% | -66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling