+4,553.5%
CELH vs USB
+84.9%
+4,468.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +7.4% | -0.5% | +8.0% | +7.7% |
| 30D | +16.4% | +5.7% | +10.7% | +13.9% |
| 3M | +17.6% | -4.7% | +22.3% | +19.5% |
| 6M | +7.8% | +13.4% | -5.6% | +2.3% |
| YTD | -27.8% | +17.0% | -44.8% | -32.5% |
| 1Y | -24.4% | +32.4% | -56.8% | -32.6% |
| 3Y | -42.5% | +101.7% | -144.2% | -57.6% |
| 5Y | +1.4% | +24.4% | -23.0% | -10.4% |
| 10Y | +4,553.5% | +83.6% | +4,469.9% | +3,918.4% |
| All | +4,553.5% | +84.9% | +4,468.7% | +3,918.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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