-59.9%
CELH vs SN
+349.8%
-409.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -2.7% |
| 7D | -15.8% | -7.2% | -8.5% | -14.2% |
| 30D | -5.2% | -13.4% | +8.2% | -2.1% |
| 3M | -6.1% | +26.8% | -32.9% | -10.8% |
| 6M | -40.9% | +44.6% | -85.5% | -45.6% |
| YTD | -41.8% | +45.3% | -87.1% | -46.6% |
| 1Y | -52.6% | +40.1% | -92.7% | -56.3% |
| All | -59.9% | +349.8% | -409.8% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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