-53.0%
CELH vs UDR
-3.8%
-49.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -11.2% | -3.5% | -7.8% | -10.6% |
| 30D | -1.4% | -5.3% | +3.9% | -0.4% |
| 3M | -4.2% | -9.5% | +5.4% | -2.5% |
| 6M | -40.5% | -0.7% | -39.8% | -39.8% |
| YTD | -40.5% | -1.2% | -39.3% | -40.4% |
| 1Y | -53.0% | -5.7% | -47.3% | -49.8% |
| All | -53.0% | -3.8% | -49.2% | -49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling