-56.0%
CELH vs URI
+126.5%
-182.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | -3.8% | +2.5% | -6.3% | -4.3% |
| 30D | +6.4% | -12.5% | +19.0% | +9.4% |
| 3M | +5.6% | -6.2% | +11.8% | +6.4% |
| 6M | -31.1% | +25.9% | -57.0% | -36.1% |
| YTD | -35.4% | +26.2% | -61.6% | -40.5% |
| 1Y | -46.9% | +5.5% | -52.4% | -48.7% |
| 3Y | -56.0% | +125.0% | -181.0% | -69.1% |
| All | -56.0% | +126.5% | -182.5% | -69.1% |
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