+36.4%
UPS vs CELH
+3,788.6%
-3,752.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | -2.0% | -11.2% | +9.3% | -1.0% |
| 30D | -2.0% | -1.4% | -0.5% | -1.9% |
| 3M | -6.2% | -4.2% | -2.1% | -6.4% |
| 6M | +2.8% | -40.5% | +43.2% | +6.3% |
| YTD | +5.9% | -40.5% | +46.4% | +9.4% |
| 1Y | +26.2% | -53.0% | +79.2% | +32.1% |
| 3Y | -26.0% | -59.1% | +33.1% | -23.8% |
| 5Y | -34.3% | -10.7% | -23.6% | -39.3% |
| All | +36.4% | +3,788.6% | -3,752.2% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling