+130.0%
CELH vs STRL
+2,253.6%
-2,123.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.8% | -3.8% |
| 7D | -7.0% | +3.4% | -10.4% | -7.5% |
| 30D | +5.2% | -9.2% | +14.4% | +6.4% |
| 3M | +10.5% | -51.0% | +61.5% | +20.2% |
| 6M | -32.7% | +15.8% | -48.5% | -38.2% |
| YTD | -33.0% | +58.9% | -91.8% | -41.8% |
| 1Y | -49.5% | +68.5% | -118.1% | -56.9% |
| 3Y | -52.6% | +485.2% | -537.9% | -68.9% |
| 5Y | +5.2% | +2,005.1% | -1,999.9% | -44.5% |
| 10Y | +4,178.1% | +7,118.0% | -2,939.8% | +1,772.3% |
| All | +130.0% | +2,253.6% | -2,123.7% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling