+15.6%
U vs CELH
-60.2%
+75.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.3% | +4.1% |
| 7D | +5.5% | -11.2% | +16.7% | +7.8% |
| 30D | -1.3% | -1.4% | +0.2% | -1.2% |
| 3M | +64.6% | -4.2% | +68.7% | +63.3% |
| 6M | +119.4% | -40.5% | +159.8% | +139.3% |
| YTD | -0.5% | -40.5% | +40.0% | +8.3% |
| 1Y | +1.3% | -53.0% | +54.3% | +14.9% |
| 3Y | +15.6% | -59.1% | +74.7% | +14.3% |
| All | +15.6% | -60.2% | +75.8% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling