+3,733.8%
CELH vs SYY
+116.5%
+3,617.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | -11.2% | +3.9% | -15.2% | -12.8% |
| 30D | -1.4% | -1.7% | +0.3% | -0.8% |
| 3M | -4.2% | +5.2% | -9.3% | -6.4% |
| 6M | -40.5% | -0.2% | -40.3% | -40.9% |
| YTD | -40.5% | +15.4% | -55.9% | -44.8% |
| 1Y | -53.0% | +5.6% | -58.6% | -54.8% |
| 3Y | -59.1% | +28.9% | -87.9% | -64.4% |
| 5Y | -10.7% | +24.1% | -34.8% | -18.8% |
| All | +3,733.8% | +116.5% | +3,617.3% | +3,244.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling