+161.4%
UPS vs CELH
+245.5%
-84.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.1% |
| 7D | -3.7% | -11.7% | +8.0% | -3.5% |
| 30D | -3.7% | +1.6% | -5.3% | -3.8% |
| 3M | -6.6% | -2.0% | -4.6% | -6.6% |
| 6M | +2.6% | -36.2% | +38.7% | +3.2% |
| YTD | +4.8% | -39.6% | +44.4% | +5.5% |
| 1Y | +25.3% | -50.7% | +76.0% | +26.4% |
| 3Y | -26.9% | -58.9% | +32.0% | -26.4% |
| 5Y | -33.5% | -5.4% | -28.1% | -34.4% |
| 10Y | +36.1% | +3,848.6% | -3,812.5% | +28.1% |
| All | +161.4% | +245.5% | -84.1% | +129.8% |
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