-58.4%
CELH vs UAL
+125.0%
-183.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -6.3% |
| 7D | -11.7% | -1.1% | -10.5% | -11.5% |
| 30D | +1.6% | -13.4% | +15.0% | +4.4% |
| 3M | -2.0% | -2.3% | +0.3% | -1.6% |
| 6M | -36.2% | +13.3% | -49.5% | -37.8% |
| YTD | -39.6% | -4.2% | -35.4% | -39.6% |
| 1Y | -50.7% | +1.4% | -52.1% | -51.3% |
| All | -58.4% | +125.0% | -183.5% | -70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling