-1.9%
CELH vs STLD
+269.6%
-271.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.5% |
| 7D | +10.8% | -9.7% | +20.4% | +14.4% |
| 30D | +16.1% | -4.5% | +20.7% | +17.6% |
| 3M | +19.5% | -13.1% | +32.6% | +24.2% |
| 6M | +2.8% | -2.8% | +5.5% | +1.8% |
| YTD | -27.4% | +35.3% | -62.8% | -37.5% |
| 1Y | -20.1% | +51.4% | -71.4% | -34.3% |
| 3Y | -42.9% | +117.9% | -160.8% | -62.9% |
| 5Y | -1.9% | +272.6% | -274.5% | -58.7% |
| All | -1.9% | +269.6% | -271.5% | -58.7% |
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