+480.7%
SYK vs CELH
+232.9%
+247.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.9% |
| 7D | -12.3% | -15.8% | +3.4% | -12.1% |
| 30D | -22.4% | -5.2% | -17.2% | -22.4% |
| 3M | -12.3% | -6.1% | -6.2% | -12.3% |
| 6M | -24.3% | -40.9% | +16.6% | -23.7% |
| YTD | -22.8% | -41.8% | +19.0% | -22.2% |
| 1Y | -28.8% | -52.6% | +23.9% | -28.1% |
| 3Y | -4.0% | -60.4% | +56.4% | -3.3% |
| 5Y | +3.8% | -12.6% | +16.5% | +2.6% |
| 10Y | +172.8% | +3,704.3% | -3,531.5% | +157.7% |
| All | +480.7% | +232.9% | +247.8% | +431.6% |
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