-6.1%
CELH vs SYF
+77.7%
-83.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -11.2% | -4.9% | -6.3% | -9.3% |
| 30D | -1.4% | -4.3% | +2.9% | +0.3% |
| 3M | -4.2% | +5.5% | -9.7% | -6.3% |
| 6M | -40.5% | +17.5% | -58.0% | -44.4% |
| YTD | -40.5% | -7.8% | -32.7% | -39.3% |
| 1Y | -53.0% | +1.6% | -54.6% | -53.9% |
| 3Y | -59.1% | +154.8% | -213.9% | -76.0% |
| All | -6.1% | +77.7% | -83.8% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling