+2,433.9%
CELH vs SNAP
-77.2%
+2,511.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.2% |
| 7D | -7.0% | +0.7% | -7.8% | -7.2% |
| 30D | +5.2% | +2.6% | +2.6% | +4.6% |
| 3M | +10.5% | -9.9% | +20.4% | +12.0% |
| 6M | -32.7% | +1.9% | -34.6% | -34.2% |
| YTD | -33.0% | -32.2% | -0.8% | -29.1% |
| 1Y | -49.5% | -22.8% | -26.7% | -48.7% |
| 3Y | -52.6% | -47.6% | -5.0% | -52.6% |
| 5Y | +5.2% | -92.7% | +97.9% | +38.2% |
| All | +2,433.9% | -77.2% | +2,511.1% | +2,417.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling