-48.4%
CELH vs SAN
+23.5%
-71.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.9% | +0.9% |
| 7D | +9.9% | +4.5% | +5.4% | +8.5% |
| 30D | +11.7% | -12.1% | +23.8% | +15.6% |
| 3M | +4.1% | -15.6% | +19.6% | +8.9% |
| 6M | -8.4% | +5.8% | -14.2% | -10.9% |
| YTD | -32.8% | +5.5% | -38.2% | -36.3% |
| 1Y | -48.4% | +23.6% | -72.0% | -59.7% |
| All | -48.4% | +23.5% | -71.8% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling