+101.3%
CELH vs UPST
-3.5%
+104.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -3.3% |
| 7D | -15.8% | -12.0% | -3.8% | -14.3% |
| 30D | -5.2% | -16.0% | +10.8% | -3.0% |
| 3M | -6.1% | -17.2% | +11.0% | -3.9% |
| 6M | -40.9% | -10.9% | -30.0% | -40.3% |
| YTD | -41.8% | -42.6% | +0.8% | -38.3% |
| 1Y | -52.6% | -59.8% | +7.2% | -47.7% |
| 3Y | -60.4% | -17.9% | -42.5% | -64.2% |
| 5Y | -12.6% | -90.7% | +78.1% | -19.0% |
| All | +101.3% | -3.5% | +104.7% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 10y: compounded portfolio wealth divided by compounded UPST 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…
10y analysis · Full analysis span regression · 6 months rolling