+121.7%
CELH vs SAP
+489.1%
-367.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -2.8% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | +6.4% | +2.6% | +3.9% | +5.0% |
| 3M | +5.6% | +16.3% | -10.7% | -2.7% |
| 6M | -31.1% | +6.4% | -37.5% | -34.5% |
| YTD | -35.4% | -11.4% | -24.0% | -33.7% |
| 1Y | -46.9% | -20.4% | -26.5% | -42.4% |
| 3Y | -56.0% | +56.5% | -112.5% | -67.2% |
| 5Y | +1.2% | +56.8% | -55.6% | -24.8% |
| 10Y | +4,043.9% | +176.2% | +3,867.7% | +2,261.4% |
| All | +121.7% | +489.1% | -367.4% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling