+3,733.8%
CELH vs SAN
+357.1%
+3,376.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | 0.0% | +1.5% |
| 7D | -11.2% | +0.2% | -11.4% | -11.2% |
| 30D | -1.4% | +0.9% | -2.4% | -1.7% |
| 3M | -4.2% | +19.1% | -23.3% | -9.5% |
| 6M | -40.5% | +33.2% | -73.7% | -46.1% |
| YTD | -40.5% | +29.1% | -69.6% | -45.8% |
| 1Y | -53.0% | +50.2% | -103.2% | -59.4% |
| 3Y | -59.1% | +351.0% | -410.1% | -75.9% |
| 5Y | -10.7% | +394.7% | -405.4% | -50.3% |
| All | +3,733.8% | +357.1% | +3,376.7% | +2,023.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling