+107.3%
CELH vs UDR
+160.0%
-52.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -5.9% |
| 7D | -11.7% | -3.3% | -8.4% | -10.8% |
| 30D | +1.6% | -5.6% | +7.2% | +3.5% |
| 3M | -2.0% | -9.4% | +7.5% | +1.1% |
| 6M | -36.2% | -3.0% | -33.2% | -35.7% |
| YTD | -39.6% | -0.4% | -39.2% | -39.8% |
| 1Y | -50.7% | -5.1% | -45.5% | -50.2% |
| 3Y | -58.9% | +4.2% | -63.1% | -59.8% |
| 5Y | -5.4% | -19.5% | +14.1% | 0.0% |
| 10Y | +3,848.6% | +47.9% | +3,800.7% | +3,519.4% |
| All | +107.3% | +160.0% | -52.7% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling