-40.1%
CELH vs SN
+440.0%
-480.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.2% | +1.0% |
| 7D | +0.8% | +1.5% | -0.7% | +0.5% |
| 30D | +19.3% | +21.5% | -2.2% | +14.0% |
| 3M | +12.6% | +20.0% | -7.4% | +7.7% |
| 6M | +16.4% | +119.9% | -103.6% | -2.3% |
| YTD | -29.1% | +102.3% | -131.4% | -39.7% |
| 1Y | -26.3% | +148.0% | -174.3% | -39.7% |
| 3Y | -40.1% | +450.0% | -490.1% | -62.9% |
| All | -40.1% | +440.0% | -480.1% | -62.9% |
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