-59.9%
CELH vs UEC
+134.5%
-194.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.0% | +1.3% | -3.1% |
| 7D | -15.8% | -4.3% | -11.5% | -15.4% |
| 30D | -5.2% | -3.8% | -1.4% | -5.0% |
| 3M | -6.1% | +17.0% | -23.1% | -7.8% |
| 6M | -40.9% | -23.9% | -17.0% | -40.2% |
| YTD | -41.8% | -5.7% | -36.1% | -42.8% |
| 1Y | -52.6% | -12.5% | -40.1% | -53.4% |
| All | -59.9% | +134.5% | -194.4% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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