-40.1%
CELH vs URI
+153.1%
-193.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +1.9% |
| 7D | +0.8% | +6.7% | -5.9% | -0.4% |
| 30D | +19.3% | +8.9% | +10.5% | +17.2% |
| 3M | +12.6% | +0.5% | +12.1% | +12.2% |
| 6M | +16.4% | +20.7% | -4.3% | +10.8% |
| YTD | -29.1% | +40.0% | -69.2% | -35.6% |
| 1Y | -26.3% | +34.4% | -60.7% | -32.3% |
| 3Y | -40.1% | +149.5% | -189.6% | -51.9% |
| All | -40.1% | +153.1% | -193.2% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling