+4,171.0%
CELH vs STLD
+790.2%
+3,380.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.2% |
| 7D | +6.2% | +6.9% | -0.7% | +3.9% |
| 30D | +14.2% | -1.5% | +15.6% | +14.4% |
| 3M | +15.5% | -9.7% | +25.1% | +18.4% |
| 6M | +7.7% | +2.3% | +5.4% | +5.0% |
| YTD | -30.3% | +41.0% | -71.3% | -39.9% |
| 1Y | -29.0% | +51.8% | -80.8% | -40.4% |
| 3Y | -44.5% | +126.4% | -171.0% | -61.6% |
| 5Y | +14.8% | +285.7% | -270.9% | -36.3% |
| All | +4,171.0% | +790.2% | +3,380.7% | +1,417.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling