-48.4%
CELH vs SYF
+4.2%
-52.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +9.9% | -0.4% | +10.3% | +10.0% |
| 30D | +11.7% | +4.4% | +7.4% | +9.8% |
| 3M | +4.1% | -4.7% | +8.8% | +5.9% |
| 6M | -8.4% | +1.9% | -10.3% | -9.1% |
| YTD | -32.8% | -8.9% | -23.8% | -33.1% |
| 1Y | -48.4% | +4.1% | -52.4% | -61.7% |
| All | -48.4% | +4.2% | -52.6% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 1y: compounded portfolio wealth divided by compounded SYF 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…
1y analysis · Full analysis span regression · 6 months rolling