+29.6%
SNOW vs CELH
+273.6%
-244.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.8% |
| 7D | -2.4% | -11.2% | +8.8% | +0.4% |
| 30D | -1.0% | -1.4% | +0.5% | -1.1% |
| 3M | +36.9% | -4.2% | +41.0% | +35.9% |
| 6M | +83.4% | -40.5% | +123.8% | +103.5% |
| YTD | +50.0% | -40.5% | +90.5% | +65.1% |
| 1Y | +46.5% | -53.0% | +99.5% | +68.2% |
| 3Y | +93.3% | -59.1% | +152.4% | +107.5% |
| 5Y | +3.3% | -10.7% | +14.0% | -27.5% |
| All | +29.6% | +273.6% | -244.0% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling