+91.4%
USO vs CELH
-50.1%
+141.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.7% |
| 7D | +9.5% | -7.0% | +16.5% | +8.0% |
| 30D | +23.6% | +5.2% | +18.4% | +25.6% |
| 3M | +3.8% | +10.5% | -6.7% | +7.2% |
| 6M | +55.0% | -32.7% | +87.8% | +51.9% |
| YTD | +105.3% | -33.0% | +138.2% | +100.5% |
| 1Y | +91.4% | -49.5% | +140.9% | +87.6% |
| All | +91.4% | -50.1% | +141.5% | +87.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling