-37.5%
U vs CELH
+299.8%
-337.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +3.7% |
| 7D | +4.5% | -3.8% | +8.2% | +5.6% |
| 30D | -0.6% | +6.4% | -7.0% | -2.8% |
| 3M | +48.4% | +5.6% | +42.9% | +42.4% |
| 6M | +115.4% | -31.1% | +146.5% | +133.3% |
| YTD | -3.2% | -35.4% | +32.2% | +6.6% |
| 1Y | -6.0% | -46.9% | +40.8% | +8.4% |
| 3Y | +13.5% | -56.0% | +69.5% | +24.6% |
| 5Y | -68.0% | +1.2% | -69.2% | -77.5% |
| All | -37.5% | +299.8% | -337.3% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling