+143.1%
CELH vs STRL
+1,314.6%
-1,171.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.7% | +2.1% |
| 7D | +0.8% | +15.7% | -14.8% | -1.3% |
| 30D | +19.3% | -35.5% | +54.8% | +25.5% |
| 3M | +12.6% | -47.1% | +59.8% | +21.2% |
| 6M | +16.4% | -65.8% | +82.1% | +30.6% |
| YTD | -29.1% | -4.5% | -24.6% | -34.8% |
| 1Y | -26.3% | -10.5% | -15.9% | -31.8% |
| 3Y | -40.1% | +340.6% | -380.7% | -59.8% |
| 5Y | +16.7% | +911.0% | -894.3% | -32.5% |
| 10Y | +4,466.2% | +3,727.1% | +739.1% | +2,044.2% |
| All | +143.1% | +1,314.6% | -1,171.4% | +15.8% |
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