+3,793.0%
CELH vs URI
+1,287.3%
+2,505.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.3% | -7.8% | -6.9% |
| 7D | -11.7% | +5.0% | -16.7% | -13.0% |
| 30D | +1.6% | -9.4% | +11.0% | +4.5% |
| 3M | -2.0% | -5.8% | +3.9% | -1.1% |
| 6M | -36.2% | +25.8% | -62.0% | -41.9% |
| YTD | -39.6% | +27.9% | -67.5% | -45.6% |
| 1Y | -50.7% | +9.7% | -60.4% | -53.5% |
| 3Y | -58.9% | +128.0% | -186.9% | -70.6% |
| 5Y | -5.4% | +212.4% | -217.8% | -39.5% |
| All | +3,793.0% | +1,287.3% | +2,505.6% | +1,832.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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