-39.0%
CELH vs UAL
+213.3%
-252.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.1% |
| 7D | +7.4% | +2.3% | +5.2% | +7.0% |
| 30D | +16.4% | +13.3% | +3.0% | +13.6% |
| 3M | +17.6% | -6.3% | +23.9% | +18.6% |
| 6M | +7.8% | +22.5% | -14.7% | +3.8% |
| YTD | -27.8% | +5.9% | -33.6% | -29.3% |
| 1Y | -24.4% | +24.7% | -49.1% | -27.9% |
| All | -39.0% | +213.3% | -252.3% | -56.1% |
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