-42.7%
CELH vs SN
+476.8%
-519.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.2% | -5.9% |
| 7D | -11.7% | -3.4% | -8.3% | -11.1% |
| 30D | +1.6% | -9.1% | +10.6% | +3.3% |
| 3M | -2.0% | +31.8% | -33.7% | -6.5% |
| 6M | -36.2% | +52.0% | -88.2% | -40.8% |
| YTD | -39.6% | +51.3% | -90.9% | -44.0% |
| 1Y | -50.7% | +46.9% | -97.5% | -54.1% |
| 3Y | -58.9% | +394.9% | -453.8% | -66.4% |
| All | -42.7% | +476.8% | -519.5% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling