+107.3%
CELH vs SONY
+191.8%
-84.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.4% |
| 7D | -11.7% | -4.9% | -6.8% | -10.3% |
| 30D | +1.6% | -1.6% | +3.2% | +2.1% |
| 3M | -2.0% | +10.0% | -11.9% | -4.9% |
| 6M | -36.2% | +8.4% | -44.6% | -38.4% |
| YTD | -39.6% | -8.4% | -31.1% | -38.6% |
| 1Y | -50.7% | -18.4% | -32.3% | -48.3% |
| 3Y | -58.9% | +41.0% | -99.8% | -64.0% |
| 5Y | -5.4% | +9.3% | -14.7% | -10.5% |
| 10Y | +3,848.6% | +281.7% | +3,566.9% | +2,680.9% |
| All | +107.3% | +191.8% | -84.5% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling