+6,713.3%
CELH vs URA
-31.1%
+6,744.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | -7.0% | +1.1% | -8.1% | -7.4% |
| 30D | +5.2% | +7.4% | -2.2% | +2.7% |
| 3M | +10.5% | -8.4% | +18.9% | +12.7% |
| 6M | -32.7% | -12.7% | -20.0% | -31.1% |
| YTD | -33.0% | +7.8% | -40.8% | -36.7% |
| 1Y | -49.5% | +19.5% | -69.0% | -54.5% |
| 3Y | -52.6% | +116.4% | -169.1% | -67.0% |
| 5Y | +5.2% | +134.3% | -129.1% | -29.6% |
| 10Y | +4,178.1% | +359.3% | +3,818.9% | +2,160.5% |
| All | +6,713.3% | -31.1% | +6,744.4% | +2,505.3% |
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