+130.0%
CELH vs STLD
+2,103.0%
-1,973.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.6% |
| 7D | -7.0% | +3.1% | -10.2% | -7.9% |
| 30D | +5.2% | -9.0% | +14.2% | +7.7% |
| 3M | +10.5% | -12.4% | +22.9% | +13.7% |
| 6M | -32.7% | +25.5% | -58.2% | -37.9% |
| YTD | -33.0% | +43.6% | -76.6% | -40.8% |
| 1Y | -49.5% | +87.2% | -136.7% | -58.9% |
| 3Y | -52.6% | +135.2% | -187.9% | -65.0% |
| 5Y | +5.2% | +290.9% | -285.7% | -33.7% |
| 10Y | +4,178.1% | +1,113.5% | +3,064.7% | +1,764.6% |
| All | +130.0% | +2,103.0% | -1,973.1% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling