+3,733.8%
CELH vs UDR
+47.2%
+3,686.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -11.2% | -3.5% | -7.8% | -9.5% |
| 30D | -1.4% | -5.3% | +3.9% | +1.6% |
| 3M | -4.2% | -9.5% | +5.4% | +1.1% |
| 6M | -40.5% | -0.7% | -39.8% | -40.5% |
| YTD | -40.5% | -1.2% | -39.3% | -40.7% |
| 1Y | -53.0% | -5.7% | -47.3% | -52.1% |
| 3Y | -59.1% | +3.7% | -62.8% | -61.2% |
| 5Y | -10.7% | -18.9% | +8.2% | -2.7% |
| All | +3,733.8% | +47.2% | +3,686.6% | +3,470.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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