+2,451.4%
CELH vs SSNC
+1,021.3%
+1,430.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -5.9% |
| 7D | -11.7% | -3.9% | -7.8% | -10.0% |
| 30D | +1.6% | -0.2% | +1.8% | +1.8% |
| 3M | -2.0% | +15.9% | -17.9% | -8.9% |
| 6M | -36.2% | +7.5% | -43.6% | -38.7% |
| YTD | -39.6% | -8.2% | -31.4% | -37.9% |
| 1Y | -50.7% | -9.3% | -41.3% | -49.0% |
| 3Y | -58.9% | +48.5% | -107.3% | -66.3% |
| 5Y | -5.4% | +16.0% | -21.4% | -12.6% |
| 10Y | +3,848.6% | +169.2% | +3,679.4% | +2,694.2% |
| All | +2,451.4% | +1,021.3% | +1,430.1% | +984.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling