-49.5%
CELH vs SARO
-7.4%
-42.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | -7.0% | -0.8% | -6.2% | -6.8% |
| 30D | +5.2% | -20.0% | +25.2% | +13.8% |
| 3M | +10.5% | -2.9% | +13.4% | +11.6% |
| 6M | -32.7% | -17.7% | -15.1% | -26.0% |
| YTD | -33.0% | -13.5% | -19.5% | -28.2% |
| 1Y | -49.5% | -9.7% | -39.8% | -47.6% |
| All | -49.5% | -7.4% | -42.1% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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