+54.0%
UNP vs CELH
-10.8%
+64.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.6% |
| 7D | -1.8% | -11.2% | +9.4% | -1.2% |
| 30D | -2.7% | -1.4% | -1.3% | -2.7% |
| 3M | +6.5% | -4.2% | +10.7% | +6.4% |
| 6M | +14.4% | -40.5% | +54.8% | +16.9% |
| YTD | +24.8% | -40.5% | +65.3% | +27.3% |
| 1Y | +34.4% | -53.0% | +87.4% | +38.4% |
| 3Y | +43.6% | -59.1% | +102.6% | +46.3% |
| All | +54.0% | -10.8% | +64.8% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling