-59.9%
CELH vs STT
+194.3%
-254.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.4% |
| 6M | -40.9% | +57.9% | -98.8% | -52.0% |
| YTD | -41.8% | +51.0% | -92.8% | -52.1% |
| 1Y | -52.6% | +77.1% | -129.8% | -64.1% |
| All | -59.9% | +194.3% | -254.2% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling