-7.2%
SYK vs CELH
-61.1%
+53.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.8% |
| 7D | -12.3% | -15.8% | +3.4% | -11.6% |
| 30D | -22.4% | -5.2% | -17.2% | -22.2% |
| 3M | -12.3% | -6.1% | -6.2% | -12.2% |
| 6M | -24.3% | -40.9% | +16.6% | -22.6% |
| YTD | -22.8% | -41.8% | +19.0% | -21.1% |
| 1Y | -28.8% | -52.6% | +23.9% | -26.7% |
| All | -7.2% | -61.1% | +53.8% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling