-47.4%
CELH vs USAR
+58.5%
-105.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.0% | +2.3% | -3.5% |
| 7D | -15.8% | -9.3% | -6.4% | -15.5% |
| 30D | -5.2% | -15.2% | +10.0% | -4.7% |
| 3M | -6.1% | -21.1% | +15.0% | -5.7% |
| 6M | -40.9% | -21.6% | -19.3% | -40.9% |
| YTD | -41.8% | +34.8% | -76.6% | -42.8% |
| 1Y | -52.6% | +15.6% | -68.3% | -53.5% |
| 3Y | -60.4% | +57.7% | -118.1% | -62.5% |
| All | -47.4% | +58.5% | -105.9% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling