-68.9%
U vs CELH
-9.3%
-59.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.5% | +0.2% |
| 7D | 0.0% | -15.8% | +15.7% | +6.0% |
| 30D | -4.1% | -5.2% | +1.1% | -2.8% |
| 3M | +57.8% | -6.1% | +63.9% | +56.4% |
| 6M | +103.5% | -40.9% | +144.4% | +136.0% |
| YTD | -4.8% | -41.8% | +37.0% | +10.4% |
| 1Y | -2.4% | -52.6% | +50.2% | +19.9% |
| 3Y | +11.7% | -60.4% | +72.0% | +27.8% |
| 5Y | -68.9% | -12.6% | -56.2% | -83.2% |
| All | -68.9% | -9.3% | -59.5% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling