-54.0%
CELH vs STLA
-41.5%
-12.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -15.8% | -3.8% | -11.9% | -15.5% |
| 30D | -5.2% | -3.1% | -2.1% | -5.1% |
| 3M | -6.1% | -19.6% | +13.5% | -5.2% |
| 6M | -40.9% | -23.5% | -17.4% | -40.1% |
| YTD | -41.8% | -51.5% | +9.7% | -38.4% |
| All | -54.0% | -41.5% | -12.6% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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