+107.3%
CELH vs UTHR
+1,635.4%
-1,528.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.8% | -8.3% | -6.8% |
| 7D | -11.7% | +3.0% | -14.7% | -12.1% |
| 30D | +1.6% | -4.3% | +5.9% | +2.2% |
| 3M | -2.0% | -8.4% | +6.4% | -0.9% |
| 6M | -36.2% | -4.2% | -32.0% | -36.1% |
| YTD | -39.6% | +4.0% | -43.6% | -40.5% |
| 1Y | -50.7% | +25.5% | -76.2% | -53.0% |
| 3Y | -58.9% | +125.1% | -184.0% | -65.6% |
| 5Y | -5.4% | +140.3% | -145.7% | -22.2% |
| 10Y | +3,848.6% | +322.5% | +3,526.1% | +2,779.1% |
| All | +107.3% | +1,635.4% | -1,528.1% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling