+3,733.8%
CELH vs UAL
+112.5%
+3,621.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.5% |
| 7D | -11.2% | -1.4% | -9.8% | -10.9% |
| 30D | -1.4% | -12.2% | +10.8% | +1.6% |
| 3M | -4.2% | -2.5% | -1.7% | -3.7% |
| 6M | -40.5% | +21.1% | -61.6% | -43.6% |
| YTD | -40.5% | -1.8% | -38.7% | -41.0% |
| 1Y | -53.0% | +0.4% | -53.4% | -53.8% |
| 3Y | -59.1% | +130.3% | -189.3% | -69.4% |
| 5Y | -10.7% | +147.7% | -158.4% | -35.2% |
| All | +3,733.8% | +112.5% | +3,621.3% | +2,754.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling