+1,721.8%
UNP vs CELH
+269.5%
+1,452.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.3% |
| 7D | -0.7% | -3.8% | +3.0% | -0.7% |
| 30D | -1.1% | +6.4% | -7.6% | -1.3% |
| 3M | +7.9% | +5.6% | +2.3% | +7.6% |
| 6M | +14.6% | -31.1% | +45.8% | +15.3% |
| YTD | +26.6% | -35.4% | +62.0% | +27.4% |
| 1Y | +35.6% | -46.9% | +82.4% | +36.8% |
| 3Y | +45.5% | -56.0% | +101.5% | +46.3% |
| 5Y | +50.0% | +1.2% | +48.8% | +46.9% |
| 10Y | +271.8% | +4,043.9% | -3,772.1% | +235.0% |
| All | +1,721.8% | +269.5% | +1,452.3% | +1,294.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling