+121.7%
CELH vs SBAC
+613.5%
-491.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | +6.4% | +3.2% | +3.2% | +5.2% |
| 3M | +5.6% | -5.1% | +10.6% | +7.1% |
| 6M | -31.1% | -2.1% | -29.0% | -31.6% |
| YTD | -35.4% | -0.5% | -34.9% | -36.6% |
| 1Y | -46.9% | +1.1% | -48.0% | -48.2% |
| 3Y | -56.0% | -7.4% | -48.6% | -56.6% |
| 5Y | +1.2% | -44.3% | +45.6% | +21.1% |
| 10Y | +4,043.9% | +77.6% | +3,966.4% | +3,243.1% |
| All | +121.7% | +613.5% | -491.8% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling