-53.0%
CELH vs USHY
+3.5%
-56.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.1% |
| 7D | -11.2% | -0.7% | -10.5% | -9.2% |
| 30D | -1.4% | -0.7% | -0.8% | +0.8% |
| 3M | -4.2% | +0.1% | -4.2% | -3.5% |
| 6M | -40.5% | +1.8% | -42.2% | -42.5% |
| YTD | -40.5% | +1.8% | -42.3% | -42.4% |
| 1Y | -53.0% | +3.3% | -56.3% | -56.4% |
| All | -53.0% | +3.5% | -56.5% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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