-57.2%
USO vs CELH
+245.5%
-302.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.5% | +9.2% | +2.8% |
| 7D | +6.2% | -11.7% | +17.9% | +6.5% |
| 30D | +19.1% | +1.6% | +17.5% | +19.0% |
| 3M | +14.2% | -2.0% | +16.2% | +14.0% |
| 6M | +43.7% | -36.2% | +79.9% | +44.6% |
| YTD | +116.8% | -39.6% | +156.4% | +118.2% |
| 1Y | +104.3% | -50.7% | +155.0% | +106.3% |
| 3Y | +91.5% | -58.9% | +150.4% | +92.5% |
| 5Y | +214.1% | -5.4% | +219.5% | +206.7% |
| 10Y | +77.0% | +3,848.6% | -3,771.6% | +56.3% |
| All | -57.2% | +245.5% | -302.7% | -69.5% |
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