+13,756.3%
CELH vs SYF
+333.7%
+13,422.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.0% |
| 7D | -3.8% | +2.6% | -6.4% | -4.6% |
| 30D | +6.4% | 0.0% | +6.4% | +6.4% |
| 3M | +5.6% | +11.9% | -6.3% | +1.3% |
| 6M | -31.1% | +18.9% | -50.0% | -35.4% |
| YTD | -35.4% | -4.6% | -30.8% | -35.0% |
| 1Y | -46.9% | +6.4% | -53.2% | -48.6% |
| 3Y | -56.0% | +167.2% | -223.2% | -70.8% |
| 5Y | +1.2% | +92.3% | -91.1% | -26.0% |
| 10Y | +4,043.9% | +263.2% | +3,780.8% | +2,335.9% |
| All | +13,756.3% | +333.7% | +13,422.5% | +5,949.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling