-6.1%
CELH vs SONY
+9.6%
-15.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.4% |
| 7D | -11.2% | -2.7% | -8.5% | -10.0% |
| 30D | -1.4% | +1.5% | -3.0% | -2.2% |
| 3M | -4.2% | +13.0% | -17.2% | -10.1% |
| 6M | -40.5% | +11.2% | -51.7% | -44.6% |
| YTD | -40.5% | -6.6% | -33.8% | -39.2% |
| 1Y | -53.0% | -18.1% | -34.9% | -48.9% |
| 3Y | -59.1% | +42.1% | -101.1% | -69.7% |
| All | -6.1% | +9.6% | -15.7% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 5y: compounded portfolio wealth divided by compounded SONY 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…
5y analysis · Full analysis span regression · 6 months rolling