+1.2%
CELH vs UPST
-90.0%
+91.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.2% | -2.9% |
| 7D | -3.8% | -1.5% | -2.3% | -3.5% |
| 30D | +6.4% | -13.2% | +19.7% | +9.0% |
| 3M | +5.6% | -13.0% | +18.5% | +7.9% |
| 6M | -31.1% | -2.9% | -28.2% | -31.3% |
| YTD | -35.4% | -38.3% | +2.9% | -31.1% |
| 1Y | -46.9% | -60.5% | +13.6% | -39.4% |
| 3Y | -56.0% | -11.7% | -44.3% | -63.2% |
| All | +1.2% | -90.0% | +91.2% | +9.6% |
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