-50.8%
CELH vs UPST
-61.4%
+10.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.0% | -2.5% | -5.4% |
| 7D | -11.7% | -8.1% | -3.6% | -9.5% |
| 30D | +1.6% | -14.3% | +15.9% | +5.8% |
| 3M | -2.0% | -16.6% | +14.7% | +2.6% |
| 6M | -36.2% | -7.3% | -28.9% | -35.9% |
| YTD | -39.6% | -40.8% | +1.2% | -33.4% |
| All | -50.8% | -61.4% | +10.5% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling