-12.6%
CELH vs STLA
-63.7%
+51.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -15.8% | -3.8% | -11.9% | -14.6% |
| 30D | -5.2% | -3.1% | -2.1% | -4.4% |
| 3M | -6.1% | -19.6% | +13.5% | +0.4% |
| 6M | -40.9% | -23.5% | -17.4% | -36.5% |
| YTD | -41.8% | -51.5% | +9.7% | -27.4% |
| 1Y | -52.6% | -39.7% | -13.0% | -47.0% |
| 3Y | -60.4% | -66.3% | +5.9% | -45.7% |
| 5Y | -12.6% | -63.1% | +50.5% | +3.8% |
| All | -12.6% | -63.7% | +51.1% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling