+1.2%
CELH vs STLD
+291.8%
-290.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -3.8% | +2.7% | -6.4% | -4.6% |
| 30D | +6.4% | -8.4% | +14.9% | +9.1% |
| 3M | +5.6% | -9.9% | +15.4% | +8.4% |
| 6M | -31.1% | +33.0% | -64.2% | -39.4% |
| YTD | -35.4% | +42.6% | -78.0% | -45.1% |
| 1Y | -46.9% | +80.8% | -127.6% | -59.0% |
| 3Y | -56.0% | +143.4% | -199.4% | -72.6% |
| 5Y | +1.2% | +293.4% | -292.2% | -56.7% |
| All | +1.2% | +291.8% | -290.6% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling