+14.8%
CELH vs STRL
+935.0%
-920.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.4% |
| 7D | +6.2% | +23.4% | -17.3% | +3.0% |
| 30D | +14.2% | -39.5% | +53.7% | +21.5% |
| 3M | +15.5% | -45.1% | +60.5% | +24.0% |
| 6M | +7.7% | -64.6% | +72.3% | +21.2% |
| YTD | -30.3% | -1.5% | -28.8% | -41.4% |
| 1Y | -29.0% | -20.8% | -8.2% | -37.3% |
| 3Y | -44.5% | +353.1% | -397.7% | -77.9% |
| 5Y | +14.8% | +942.9% | -928.1% | -76.7% |
| All | +14.8% | +935.0% | -920.2% | -76.7% |
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