-6.1%
CELH vs UTHR
+135.8%
-141.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.6% | +2.4% |
| 7D | -11.2% | +1.9% | -13.2% | -11.5% |
| 30D | -1.4% | -2.9% | +1.4% | -1.1% |
| 3M | -4.2% | -8.9% | +4.7% | -3.1% |
| 6M | -40.5% | -8.7% | -31.7% | -40.0% |
| YTD | -40.5% | +2.0% | -42.5% | -41.3% |
| 1Y | -53.0% | +22.8% | -75.8% | -55.3% |
| 3Y | -59.1% | +120.6% | -179.7% | -68.8% |
| All | -6.1% | +135.8% | -141.9% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling