-6.1%
CELH vs UVXY
-99.7%
+93.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.8% | +9.0% | +0.8% |
| 7D | -11.2% | +2.8% | -14.0% | -10.5% |
| 30D | -1.4% | -11.4% | +9.9% | -3.5% |
| 3M | -4.2% | -41.5% | +37.4% | -13.2% |
| 6M | -40.5% | -61.0% | +20.6% | -49.3% |
| YTD | -40.5% | -49.8% | +9.4% | -45.5% |
| 1Y | -53.0% | -66.4% | +13.4% | -59.3% |
| 3Y | -59.1% | -94.8% | +35.7% | -70.0% |
| All | -6.1% | -99.7% | +93.6% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling