+145.0%
CELH vs UPST
-24.8%
+169.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.5% | +1.4% |
| 7D | +0.8% | -10.6% | +11.5% | +2.3% |
| 30D | +19.3% | -14.0% | +33.3% | +21.4% |
| 3M | +12.6% | -36.8% | +49.5% | +19.3% |
| 6M | +16.4% | -27.5% | +43.9% | +20.6% |
| YTD | -29.1% | -55.3% | +26.1% | -22.6% |
| 1Y | -26.3% | -47.5% | +21.2% | -21.2% |
| 3Y | -40.1% | -10.4% | -29.7% | -46.3% |
| 5Y | +16.7% | -92.6% | +109.3% | +11.2% |
| All | +145.0% | -24.8% | +169.8% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling