-59.1%
CELH vs UVXY
-94.8%
+35.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.8% | +9.0% | +1.4% |
| 7D | -11.2% | +2.8% | -14.0% | -10.8% |
| 30D | -1.4% | -11.4% | +9.9% | -2.7% |
| 3M | -4.2% | -41.5% | +37.4% | -9.7% |
| 6M | -40.5% | -61.0% | +20.6% | -45.9% |
| YTD | -40.5% | -49.8% | +9.4% | -43.6% |
| 1Y | -53.0% | -66.4% | +13.4% | -56.8% |
| 3Y | -59.1% | -94.8% | +35.7% | -63.5% |
| All | -59.1% | -94.8% | +35.8% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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