-58.4%
CELH vs SNAP
-44.0%
-14.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.3% | -6.2% |
| 7D | -11.7% | -5.0% | -6.7% | -11.1% |
| 30D | +1.6% | -0.7% | +2.3% | +1.6% |
| 3M | -2.0% | -5.0% | +3.1% | -1.9% |
| 6M | -36.2% | +3.5% | -39.7% | -37.1% |
| YTD | -39.6% | -34.2% | -5.4% | -38.0% |
| 1Y | -50.7% | -27.1% | -23.6% | -50.2% |
| All | -58.4% | -44.0% | -14.4% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling