+99.7%
CELH vs UMC
+1,002.2%
-902.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.1% | -3.1% |
| 7D | -15.8% | +11.4% | -27.1% | -17.8% |
| 30D | -5.2% | +16.8% | -22.0% | -8.5% |
| 3M | -6.1% | +19.1% | -25.2% | -11.9% |
| 6M | -40.9% | +137.4% | -178.3% | -53.2% |
| YTD | -41.8% | +186.4% | -228.2% | -56.1% |
| 1Y | -52.6% | +229.1% | -281.7% | -65.4% |
| 3Y | -60.4% | +257.9% | -318.3% | -71.9% |
| 5Y | -12.6% | +137.5% | -150.2% | -33.1% |
| 10Y | +3,704.3% | +1,808.2% | +1,896.1% | +1,963.8% |
| All | +99.7% | +1,002.2% | -902.5% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling