+30.5%
SNOW vs CELH
+279.3%
-248.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | +0.4% |
| 7D | +8.4% | -11.7% | +20.0% | +11.7% |
| 30D | -1.0% | +1.6% | -2.5% | -1.8% |
| 3M | +38.3% | -2.0% | +40.3% | +36.6% |
| 6M | +81.3% | -36.2% | +117.5% | +97.7% |
| YTD | +51.1% | -39.6% | +90.7% | +65.8% |
| 1Y | +47.0% | -50.7% | +97.6% | +66.6% |
| 3Y | +99.7% | -58.9% | +158.6% | +114.4% |
| 5Y | +3.6% | -5.4% | +9.0% | -28.0% |
| All | +30.5% | +279.3% | -248.8% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling