+130.0%
CELH vs UAL
+142.3%
-12.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.2% |
| 7D | -7.0% | +0.7% | -7.7% | -7.1% |
| 30D | +5.2% | -16.1% | +21.3% | +6.4% |
| 3M | +10.5% | +6.1% | +4.3% | +10.0% |
| 6M | -32.7% | +10.8% | -43.6% | -33.3% |
| YTD | -33.0% | -0.4% | -32.6% | -33.1% |
| 1Y | -49.5% | +5.0% | -54.6% | -49.9% |
| 3Y | -52.6% | +124.0% | -176.7% | -55.6% |
| 5Y | +5.2% | +141.0% | -135.8% | -1.9% |
| 10Y | +4,178.1% | +118.0% | +4,060.1% | +3,892.4% |
| All | +130.0% | +142.3% | -12.4% | +329.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling