+0.7%
CELH vs UPST
-92.3%
+93.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | +0.3% |
| 7D | +9.4% | -4.5% | +13.9% | +10.2% |
| 30D | +14.8% | -15.3% | +30.1% | +17.7% |
| 3M | +20.5% | -32.4% | +53.0% | +28.4% |
| 6M | +1.6% | -29.5% | +31.1% | +7.0% |
| YTD | -28.3% | -53.3% | +25.0% | -20.1% |
| 1Y | -26.4% | -47.4% | +21.0% | -19.8% |
| 3Y | -43.0% | -2.2% | -40.8% | -53.3% |
| All | +0.7% | -92.3% | +93.0% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling