-16.3%
UNH vs CELH
-60.2%
+43.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.4% |
| 7D | -4.5% | -11.2% | +6.7% | -4.6% |
| 30D | -6.5% | -1.4% | -5.1% | -6.5% |
| 3M | -6.0% | -4.2% | -1.8% | -6.0% |
| 6M | +33.7% | -40.5% | +74.1% | +33.4% |
| YTD | +16.4% | -40.5% | +56.9% | +16.1% |
| 1Y | +10.1% | -53.0% | +63.1% | +9.7% |
| 3Y | -16.3% | -59.1% | +42.7% | -16.0% |
| All | -16.3% | -60.2% | +43.9% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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