-59.9%
CELH vs UDR
+3.4%
-63.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.4% |
| 7D | -15.8% | -3.4% | -12.4% | -14.6% |
| 30D | -5.2% | -5.4% | +0.2% | -3.0% |
| 3M | -6.1% | -10.0% | +3.8% | -2.2% |
| 6M | -40.9% | -2.5% | -38.3% | -40.4% |
| YTD | -41.8% | -1.1% | -40.7% | -42.0% |
| 1Y | -52.6% | -3.9% | -48.7% | -52.2% |
| All | -59.9% | +3.4% | -63.3% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling