+3,650.7%
CELH vs STRL
+6,846.4%
-3,195.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.3% |
| 7D | -15.8% | +5.4% | -21.2% | -16.7% |
| 30D | -5.2% | -9.0% | +3.8% | -3.9% |
| 3M | -6.1% | -37.1% | +30.9% | +0.2% |
| 6M | -40.9% | +17.8% | -58.7% | -48.5% |
| YTD | -41.8% | +58.3% | -100.1% | -53.3% |
| 1Y | -52.6% | +61.0% | -113.6% | -62.6% |
| 3Y | -60.4% | +517.8% | -578.2% | -80.6% |
| 5Y | -12.6% | +2,119.0% | -2,131.7% | -71.5% |
| All | +3,650.7% | +6,846.4% | -3,195.7% | +770.6% |
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