+3,650.7%
CELH vs STT
+267.9%
+3,382.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.3% | -3.5% |
| 7D | -15.8% | -1.4% | -14.4% | -15.3% |
| 30D | -5.2% | +2.2% | -7.4% | -6.1% |
| 3M | -6.1% | +18.8% | -25.0% | -12.9% |
| 6M | -40.9% | +57.9% | -98.8% | -51.9% |
| YTD | -41.8% | +51.0% | -92.8% | -51.9% |
| 1Y | -52.6% | +77.1% | -129.8% | -63.6% |
| 3Y | -60.4% | +199.8% | -260.2% | -76.1% |
| 5Y | -12.6% | +156.0% | -168.6% | -45.2% |
| All | +3,650.7% | +267.9% | +3,382.8% | +1,808.0% |
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