-59.9%
CELH vs SBAC
-11.3%
-48.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.8% | -2.9% |
| 7D | -15.8% | -5.3% | -10.5% | -14.6% |
| 30D | -5.2% | +0.4% | -5.6% | -5.2% |
| 3M | -6.1% | -11.9% | +5.8% | -3.4% |
| 6M | -40.9% | -4.5% | -36.4% | -40.4% |
| YTD | -41.8% | -4.3% | -37.4% | -41.5% |
| 1Y | -52.6% | -3.9% | -48.7% | -52.5% |
| All | -59.9% | -11.3% | -48.6% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling