+125.3%
CELH vs USB
+215.8%
-90.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.7% |
| 7D | +6.7% | -1.5% | +8.1% | +7.1% |
| 30D | +10.1% | +4.3% | +5.8% | +8.7% |
| 3M | +3.1% | -6.1% | +9.1% | +4.8% |
| 6M | -10.4% | +9.4% | -19.8% | -12.9% |
| YTD | -34.3% | +15.2% | -49.5% | -37.2% |
| 1Y | -49.9% | +32.8% | -82.6% | -54.0% |
| 3Y | -48.4% | +91.3% | -139.7% | -57.9% |
| 5Y | -16.6% | +22.7% | -39.3% | -23.9% |
| 10Y | +4,498.0% | +97.0% | +4,400.9% | +3,513.6% |
| All | +125.3% | +215.8% | -90.5% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling