+9.5%
SNOW vs CELH
-47.2%
+56.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.8% |
| 7D | -14.5% | +9.9% | -24.4% | -15.5% |
| 30D | -14.3% | +11.7% | -26.0% | -15.4% |
| 3M | -8.3% | +4.1% | -12.4% | -9.6% |
| 6M | +101.5% | -8.4% | +109.9% | +99.9% |
| YTD | +32.5% | -32.8% | +65.2% | +33.3% |
| 1Y | +9.5% | -48.4% | +57.9% | +12.2% |
| All | +9.5% | -47.2% | +56.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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