+130.0%
CELH vs USB
+231.8%
-101.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -2.9% |
| 7D | -7.0% | +1.4% | -8.5% | -7.4% |
| 30D | +5.2% | -1.3% | +6.5% | +5.6% |
| 3M | +10.5% | +15.2% | -4.8% | +6.0% |
| 6M | -32.7% | +18.8% | -51.5% | -36.1% |
| YTD | -33.0% | +21.0% | -54.0% | -36.8% |
| 1Y | -49.5% | +34.0% | -83.6% | -53.8% |
| 3Y | -52.6% | +95.3% | -148.0% | -61.6% |
| 5Y | +5.2% | +40.4% | -35.2% | -7.4% |
| 10Y | +4,178.1% | +107.3% | +4,070.8% | +3,216.4% |
| All | +130.0% | +231.8% | -101.8% | +176.3% |
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