+104.1%
CELH vs SNY
+109.5%
-5.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -11.2% | -3.3% | -7.9% | -9.8% |
| 30D | -1.4% | -2.2% | +0.7% | -0.3% |
| 3M | -4.2% | -3.0% | -1.1% | -2.8% |
| 6M | -40.5% | +2.7% | -43.2% | -41.4% |
| YTD | -40.5% | -6.8% | -33.6% | -38.8% |
| 1Y | -53.0% | -5.3% | -47.7% | -52.3% |
| 3Y | -59.1% | -9.8% | -49.3% | -59.4% |
| 5Y | -10.7% | +9.7% | -20.4% | -22.4% |
| 10Y | +3,788.6% | +64.5% | +3,724.1% | +2,510.8% |
| All | +104.1% | +109.5% | -5.3% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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