-6.1%
CELH vs UEC
+198.6%
-204.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.2% | +7.4% | +3.2% |
| 7D | -11.2% | -9.4% | -1.8% | -9.5% |
| 30D | -1.4% | -8.0% | +6.6% | -0.3% |
| 3M | -4.2% | -1.7% | -2.5% | -4.5% |
| 6M | -40.5% | -26.1% | -14.3% | -38.9% |
| YTD | -40.5% | -10.5% | -30.0% | -42.2% |
| 1Y | -53.0% | -13.3% | -39.7% | -54.9% |
| 3Y | -59.1% | +116.4% | -175.4% | -72.1% |
| All | -6.1% | +198.6% | -204.7% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling