-54.0%
CELH vs USAR
+16.6%
-70.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.0% | +2.3% | -3.3% |
| 7D | -15.8% | -9.3% | -6.4% | -15.2% |
| 30D | -5.2% | -15.2% | +10.0% | -4.4% |
| 3M | -6.1% | -21.1% | +15.0% | -5.5% |
| 6M | -40.9% | -21.6% | -19.3% | -41.3% |
| YTD | -41.8% | +34.8% | -76.6% | -44.3% |
| All | -54.0% | +16.6% | -70.6% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling