+3,733.8%
CELH vs SSNC
+173.6%
+3,560.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.2% |
| 7D | -11.2% | -4.0% | -7.2% | -9.0% |
| 30D | -1.4% | +0.5% | -2.0% | -1.6% |
| 3M | -4.2% | +18.9% | -23.1% | -14.2% |
| 6M | -40.5% | +10.8% | -51.3% | -44.6% |
| YTD | -40.5% | -7.1% | -33.3% | -38.8% |
| 1Y | -53.0% | -9.6% | -43.4% | -50.9% |
| 3Y | -59.1% | +51.1% | -110.1% | -69.3% |
| 5Y | -10.7% | +19.7% | -30.4% | -21.8% |
| All | +3,733.8% | +173.6% | +3,560.2% | +2,748.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling