-39.4%
CELH vs UPST
-0.8%
-38.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | -0.2% |
| 7D | +9.4% | -4.5% | +13.9% | +9.9% |
| 30D | +14.8% | -15.3% | +30.1% | +16.8% |
| 3M | +20.5% | -32.4% | +53.0% | +26.1% |
| 6M | +1.6% | -29.5% | +31.1% | +5.4% |
| YTD | -28.3% | -53.3% | +25.0% | -23.0% |
| 1Y | -26.4% | -47.4% | +21.0% | -22.0% |
| All | -39.4% | -0.8% | -38.6% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling