+4,242.0%
CELH vs SAP
+237.3%
+4,004.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | +19.3% | +6.5% | +12.8% | +14.8% |
| 3M | +12.6% | +12.2% | +0.4% | +5.1% |
| 6M | +16.4% | +46.1% | -29.7% | -8.3% |
| YTD | -29.1% | -1.6% | -27.5% | -31.1% |
| 1Y | -26.3% | -5.1% | -21.2% | -26.8% |
| 3Y | -40.1% | +68.4% | -108.5% | -60.8% |
| 5Y | +16.7% | +79.4% | -62.7% | -28.4% |
| All | +4,242.0% | +237.3% | +4,004.7% | +1,892.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling