+34.4%
UNP vs CELH
-52.9%
+87.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.5% |
| 7D | -1.8% | -11.2% | +9.4% | -1.7% |
| 30D | -2.7% | -1.4% | -1.3% | -2.5% |
| 3M | +6.5% | -4.2% | +10.7% | +6.8% |
| 6M | +14.4% | -40.5% | +54.8% | +14.2% |
| YTD | +24.8% | -40.5% | +65.3% | +24.1% |
| 1Y | +34.4% | -53.0% | +87.4% | +34.6% |
| All | +34.4% | -52.9% | +87.3% | +34.6% |
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