+4,242.0%
CELH vs UAL
+80.6%
+4,161.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.1% |
| 7D | +0.8% | -3.0% | +3.9% | +1.5% |
| 30D | +19.3% | +10.5% | +8.9% | +16.2% |
| 3M | +12.6% | -13.5% | +26.1% | +16.1% |
| 6M | +16.4% | +14.2% | +2.1% | +11.7% |
| YTD | -29.1% | -2.2% | -26.9% | -30.0% |
| 1Y | -26.3% | +12.5% | -38.8% | -29.7% |
| 3Y | -40.1% | +186.8% | -226.9% | -57.8% |
| 5Y | +16.7% | +119.4% | -102.7% | -13.9% |
| All | +4,242.0% | +80.6% | +4,161.4% | +3,634.8% |
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