-59.9%
CELH vs UTHR
+124.0%
-183.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.7% |
| 7D | -15.8% | +2.8% | -18.5% | -15.7% |
| 30D | -5.2% | -2.3% | -2.9% | -5.2% |
| 3M | -6.1% | -7.4% | +1.3% | -6.1% |
| 6M | -40.9% | -6.0% | -34.9% | -40.9% |
| YTD | -41.8% | +3.4% | -45.2% | -41.9% |
| 1Y | -52.6% | +27.1% | -79.7% | -52.9% |
| All | -59.9% | +124.0% | -183.9% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 3y: compounded portfolio wealth divided by compounded UTHR 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…
3y analysis · Full analysis span regression · 6 months rolling