-35.7%
U vs CELH
+268.2%
-303.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.3% | +3.8% |
| 7D | +5.5% | -11.2% | +16.7% | +9.3% |
| 30D | -1.3% | -1.4% | +0.2% | -1.3% |
| 3M | +64.6% | -4.2% | +68.7% | +62.5% |
| 6M | +119.4% | -40.5% | +159.8% | +148.8% |
| YTD | -0.5% | -40.5% | +40.0% | +12.4% |
| 1Y | +1.3% | -53.0% | +54.3% | +21.4% |
| 3Y | +15.6% | -59.1% | +74.7% | +29.6% |
| 5Y | -67.5% | -10.7% | -56.8% | -76.4% |
| All | -35.7% | +268.2% | -303.9% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 10y: compounded portfolio wealth divided by compounded CELH 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…
10y analysis · Full analysis span regression · 6 months rolling