+314.4%
CELH vs UEC
+78.8%
+235.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -4.1% |
| 7D | -3.8% | +2.6% | -6.4% | -4.2% |
| 30D | +6.4% | +5.6% | +0.9% | +5.2% |
| 3M | +5.6% | -5.7% | +11.3% | +5.4% |
| 6M | -31.1% | -8.0% | -23.1% | -32.0% |
| YTD | -35.4% | +1.8% | -37.2% | -37.8% |
| 1Y | -46.9% | +0.6% | -47.5% | -49.5% |
| 3Y | -56.0% | +155.2% | -211.2% | -66.5% |
| 5Y | +1.2% | +305.8% | -304.6% | -32.5% |
| 10Y | +4,043.9% | +943.0% | +3,100.9% | +1,901.6% |
| All | +314.4% | +78.8% | +235.6% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling