+4,242.0%
CELH vs STT
+198.3%
+4,043.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.8% | +4.8% | -4.0% | -1.1% |
| 30D | +19.3% | +3.9% | +15.4% | +17.3% |
| 3M | +12.6% | -8.2% | +20.8% | +16.4% |
| 6M | +16.4% | +15.6% | +0.8% | +8.5% |
| YTD | -29.1% | +37.6% | -66.8% | -39.4% |
| 1Y | -26.3% | +50.1% | -76.5% | -39.4% |
| 3Y | -40.1% | +183.1% | -223.2% | -63.3% |
| 5Y | +16.7% | +104.8% | -88.1% | -20.3% |
| All | +4,242.0% | +198.3% | +4,043.7% | +2,220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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