-6.1%
CELH vs SBAC
-43.5%
+37.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.1% |
| 7D | -11.2% | -2.1% | -9.1% | -10.2% |
| 30D | -1.4% | +2.0% | -3.5% | -2.3% |
| 3M | -4.2% | -8.3% | +4.1% | -0.5% |
| 6M | -40.5% | +0.3% | -40.8% | -41.7% |
| YTD | -40.5% | -2.2% | -38.3% | -41.5% |
| 1Y | -53.0% | -4.6% | -48.4% | -53.2% |
| 3Y | -59.1% | -8.3% | -50.8% | -60.5% |
| All | -6.1% | -43.5% | +37.4% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling