+3,733.8%
CELH vs SAP
+176.2%
+3,557.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -11.2% | -4.1% | -7.2% | -9.1% |
| 30D | -1.4% | +1.1% | -2.5% | -2.2% |
| 3M | -4.2% | +26.1% | -30.3% | -16.2% |
| 6M | -40.5% | +9.8% | -50.3% | -44.7% |
| YTD | -40.5% | -13.6% | -26.9% | -37.7% |
| 1Y | -53.0% | -18.7% | -34.3% | -48.8% |
| 3Y | -59.1% | +54.1% | -113.2% | -71.7% |
| 5Y | -10.7% | +54.7% | -65.4% | -39.8% |
| All | +3,733.8% | +176.2% | +3,557.6% | +2,045.3% |
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