+15,096.9%
CELH vs SYF
+300.4%
+14,796.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.4% |
| 7D | +0.8% | -2.0% | +2.8% | +1.5% |
| 30D | +19.3% | +1.2% | +18.1% | +18.7% |
| 3M | +12.6% | -9.4% | +22.0% | +16.3% |
| 6M | +16.4% | +4.4% | +12.0% | +14.0% |
| YTD | -29.1% | -11.9% | -17.2% | -26.9% |
| 1Y | -26.3% | -0.4% | -25.9% | -27.2% |
| 3Y | -40.1% | +159.6% | -199.7% | -60.0% |
| 5Y | +16.7% | +60.9% | -44.2% | -9.5% |
| 10Y | +4,466.2% | +180.9% | +4,285.3% | +2,771.6% |
| All | +15,096.9% | +300.4% | +14,796.5% | +6,708.5% |
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