-49.5%
CELH vs STRL
+76.3%
-125.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.8% | -3.1% |
| 7D | -7.0% | +3.4% | -10.4% | -7.1% |
| 30D | +5.2% | -9.2% | +14.4% | +5.3% |
| 3M | +10.5% | -51.0% | +61.5% | +12.6% |
| 6M | -32.7% | +15.8% | -48.5% | -39.4% |
| YTD | -33.0% | +58.9% | -91.8% | -44.1% |
| 1Y | -49.5% | +68.5% | -118.1% | -54.3% |
| All | -49.5% | +76.3% | -125.8% | -54.3% |
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