+121.7%
CELH vs SAN
+145.5%
-23.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | -3.8% | +3.3% | -7.1% | -4.5% |
| 30D | +6.4% | +1.1% | +5.4% | +6.2% |
| 3M | +5.6% | +22.2% | -16.6% | +0.3% |
| 6M | -31.1% | +36.0% | -67.1% | -36.6% |
| YTD | -35.4% | +28.2% | -63.6% | -39.8% |
| 1Y | -46.9% | +54.1% | -101.0% | -52.7% |
| 3Y | -56.0% | +354.2% | -410.3% | -70.5% |
| 5Y | +1.2% | +387.3% | -386.1% | -34.2% |
| 10Y | +4,043.9% | +334.8% | +3,709.1% | +2,521.9% |
| All | +121.7% | +145.5% | -23.8% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling