-56.5%
CELH vs UMAC
+473.8%
-530.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.3% |
| 7D | -11.2% | -3.4% | -7.8% | -11.1% |
| 30D | -1.4% | -15.1% | +13.6% | -1.2% |
| 3M | -4.2% | -10.8% | +6.6% | -4.4% |
| 6M | -40.5% | +15.7% | -56.1% | -41.9% |
| YTD | -40.5% | +80.1% | -120.6% | -43.0% |
| 1Y | -53.0% | +116.7% | -169.7% | -55.5% |
| All | -56.5% | +473.8% | -530.2% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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