+4,242.0%
CELH vs STRL
+3,697.3%
+544.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.7% | +2.2% |
| 7D | +0.8% | +15.7% | -14.8% | -2.0% |
| 30D | +19.3% | -35.5% | +54.8% | +27.6% |
| 3M | +12.6% | -47.1% | +59.8% | +24.2% |
| 6M | +16.4% | -65.8% | +82.1% | +35.7% |
| YTD | -29.1% | -4.5% | -24.6% | -38.8% |
| 1Y | -26.3% | -10.5% | -15.9% | -35.8% |
| 3Y | -40.1% | +340.6% | -380.7% | -70.1% |
| 5Y | +16.7% | +911.0% | -894.3% | -56.5% |
| All | +4,242.0% | +3,697.3% | +544.7% | +909.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling