-5.4%
CELH vs URA
+132.7%
-138.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.1% | -6.0% |
| 7D | -11.7% | +5.7% | -17.4% | -13.5% |
| 30D | +1.6% | +5.6% | -4.0% | -0.7% |
| 3M | -2.0% | +6.2% | -8.2% | -4.8% |
| 6M | -36.2% | -8.2% | -27.9% | -35.7% |
| YTD | -39.6% | +9.7% | -49.2% | -44.2% |
| 1Y | -50.7% | +17.0% | -67.7% | -56.3% |
| 3Y | -58.9% | +118.5% | -177.3% | -75.2% |
| 5Y | -5.4% | +134.3% | -139.7% | -45.6% |
| All | -5.4% | +132.7% | -138.1% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling