-59.1%
CELH vs UMC
+261.2%
-320.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.1% | +1.8% |
| 7D | -11.2% | +9.0% | -20.2% | -12.6% |
| 30D | -1.4% | +17.2% | -18.7% | -4.3% |
| 3M | -4.2% | +11.4% | -15.6% | -9.1% |
| 6M | -40.5% | +137.5% | -178.0% | -55.9% |
| YTD | -40.5% | +193.1% | -233.6% | -60.0% |
| 1Y | -53.0% | +240.3% | -293.3% | -70.0% |
| 3Y | -59.1% | +262.2% | -321.2% | -77.3% |
| All | -59.1% | +261.2% | -320.2% | -77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling