+32.6%
UNP vs CELH
-50.1%
+82.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.2% |
| 7D | -5.3% | -7.0% | +1.7% | -5.3% |
| 30D | -1.5% | +5.2% | -6.7% | -1.4% |
| 3M | +10.3% | +10.5% | -0.2% | +10.4% |
| 6M | +9.7% | -32.7% | +42.4% | +9.6% |
| YTD | +27.1% | -33.0% | +60.1% | +26.5% |
| 1Y | +32.6% | -49.5% | +82.1% | +31.9% |
| All | +32.6% | -50.1% | +82.7% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling