-48.4%
CELH vs STRL
-30.1%
-18.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -21.5% | +24.0% | +2.4% |
| 7D | +9.9% | -27.1% | +37.0% | +9.7% |
| 30D | +11.7% | -45.8% | +57.5% | +11.8% |
| 3M | +4.1% | -47.6% | +51.7% | +4.1% |
| 6M | -8.4% | -46.4% | +38.0% | -13.3% |
| YTD | -32.8% | -7.4% | -25.4% | -45.9% |
| 1Y | -48.4% | -25.9% | -22.5% | -56.2% |
| All | -48.4% | -30.1% | -18.3% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling