+2,579.3%
CELH vs SNAP
-78.1%
+2,657.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +0.8% | +6.0% | -5.2% | -0.4% |
| 30D | +19.3% | -13.8% | +33.1% | +22.4% |
| 3M | +12.6% | -0.8% | +13.4% | +12.0% |
| 6M | +16.4% | -6.2% | +22.6% | +16.0% |
| YTD | -29.1% | -34.8% | +5.7% | -24.9% |
| 1Y | -26.3% | -38.7% | +12.4% | -21.0% |
| 3Y | -40.1% | -53.5% | +13.3% | -38.7% |
| 5Y | +16.7% | -90.2% | +106.9% | +46.5% |
| All | +2,579.3% | -78.1% | +2,657.4% | +2,566.4% |
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