-5.4%
CELH vs SAP
+55.3%
-60.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -5.9% |
| 7D | -11.7% | -0.3% | -11.4% | -11.5% |
| 30D | +1.6% | +0.3% | +1.3% | +1.3% |
| 3M | -2.0% | +16.9% | -18.8% | -10.5% |
| 6M | -36.2% | +6.3% | -42.5% | -39.4% |
| YTD | -39.6% | -12.4% | -27.2% | -36.6% |
| 1Y | -50.7% | -21.6% | -29.1% | -44.2% |
| 3Y | -58.9% | +54.8% | -113.6% | -74.7% |
| 5Y | -5.4% | +56.2% | -61.5% | -41.9% |
| All | -5.4% | +55.3% | -60.7% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling