+2,100.8%
CELH vs SNAP
-77.0%
+2,177.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.0% | -7.6% | -4.5% |
| 7D | -15.8% | -3.2% | -12.6% | -15.2% |
| 30D | -5.2% | +0.2% | -5.4% | -5.4% |
| 3M | -6.1% | +2.6% | -8.7% | -7.2% |
| 6M | -40.9% | +12.4% | -53.3% | -43.3% |
| YTD | -41.8% | -31.6% | -10.2% | -38.6% |
| 1Y | -52.6% | -21.7% | -30.9% | -52.0% |
| 3Y | -60.4% | -41.2% | -19.2% | -61.3% |
| 5Y | -12.6% | -92.6% | +79.9% | +14.4% |
| All | +2,100.8% | -77.0% | +2,177.8% | +2,081.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling