-49.5%
CELH vs SAP
-19.8%
-29.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.8% |
| 7D | -7.0% | -2.9% | -4.1% | -6.3% |
| 30D | +5.2% | +9.0% | -3.8% | +2.7% |
| 3M | +10.5% | +14.9% | -4.5% | +5.2% |
| 6M | -32.7% | +11.9% | -44.6% | -35.7% |
| YTD | -33.0% | -9.9% | -23.1% | -31.4% |
| 1Y | -49.5% | -19.5% | -30.0% | -44.0% |
| All | -49.5% | -19.8% | -29.7% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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