-48.4%
CELH vs UMC
+112.5%
-160.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.6% | +2.7% |
| 7D | +9.9% | -14.7% | +24.6% | +10.8% |
| 30D | +11.7% | -32.9% | +44.6% | +14.2% |
| 3M | +4.1% | -22.2% | +26.2% | +5.0% |
| 6M | -8.4% | +25.9% | -34.3% | -20.7% |
| YTD | -32.8% | +107.9% | -140.7% | -56.6% |
| 1Y | -48.4% | +115.0% | -163.4% | -68.4% |
| All | -48.4% | +112.5% | -160.9% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling