+44.3%
UNP vs CELH
-61.1%
+105.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.0% | +0.5% |
| 7D | -1.2% | -15.8% | +14.6% | -0.7% |
| 30D | -2.0% | -5.2% | +3.2% | -1.8% |
| 3M | +7.5% | -6.1% | +13.7% | +7.6% |
| 6M | +15.3% | -40.9% | +56.2% | +17.0% |
| YTD | +25.4% | -41.8% | +67.2% | +27.0% |
| 1Y | +35.6% | -52.6% | +88.2% | +37.9% |
| All | +44.3% | -61.1% | +105.3% | +44.5% |
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