-5.4%
CELH vs STT
+158.4%
-163.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -11.7% | +1.0% | -12.6% | -12.1% |
| 30D | +1.6% | +2.8% | -1.2% | +0.2% |
| 3M | -2.0% | +18.1% | -20.1% | -9.7% |
| 6M | -36.2% | +59.2% | -95.4% | -50.0% |
| YTD | -39.6% | +51.5% | -91.0% | -51.7% |
| 1Y | -50.7% | +75.7% | -126.3% | -63.6% |
| 3Y | -58.9% | +200.8% | -259.6% | -77.8% |
| 5Y | -5.4% | +155.8% | -161.2% | -47.2% |
| All | -5.4% | +158.4% | -163.8% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling