+112.2%
USO vs CELH
-52.9%
+165.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -1.7% |
| 7D | +9.1% | -11.2% | +20.3% | +6.7% |
| 30D | +21.7% | -1.4% | +23.1% | +21.7% |
| 3M | +20.2% | -4.2% | +24.4% | +21.0% |
| 6M | +43.4% | -40.5% | +83.8% | +37.1% |
| YTD | +124.0% | -40.5% | +164.5% | +113.7% |
| 1Y | +112.2% | -53.0% | +165.2% | +105.7% |
| All | +112.2% | -52.9% | +165.1% | +105.7% |
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 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