+7,104.4%
CELH vs URA
-52.4%
+7,156.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.2% |
| 7D | +0.8% | -1.5% | +2.4% | +1.3% |
| 30D | +19.3% | -10.4% | +29.7% | +23.2% |
| 3M | +12.6% | -29.6% | +42.3% | +25.2% |
| 6M | +16.4% | -40.3% | +56.6% | +35.0% |
| YTD | -29.1% | -25.5% | -3.6% | -25.1% |
| 1Y | -26.3% | -26.4% | +0.1% | -22.0% |
| 3Y | -40.1% | +31.4% | -71.6% | -50.8% |
| 5Y | +16.7% | +28.6% | -11.9% | -5.7% |
| 10Y | +4,466.2% | +260.9% | +4,205.3% | +2,530.0% |
| All | +7,104.4% | -52.4% | +7,156.8% | +2,984.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling