-5.4%
CELH vs STRL
+2,102.6%
-2,108.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -6.3% |
| 7D | -11.7% | +8.2% | -19.9% | -12.8% |
| 30D | +1.6% | -6.3% | +7.9% | +2.3% |
| 3M | -2.0% | -41.2% | +39.2% | +4.5% |
| 6M | -36.2% | +20.4% | -56.5% | -44.6% |
| YTD | -39.6% | +61.7% | -101.3% | -51.7% |
| 1Y | -50.7% | +72.7% | -123.4% | -61.7% |
| 3Y | -58.9% | +530.9% | -589.8% | -82.6% |
| 5Y | -5.4% | +2,125.4% | -2,130.8% | -79.5% |
| All | -5.4% | +2,102.6% | -2,108.0% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling