+130.0%
CELH vs STT
+314.0%
-184.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -7.0% | +0.5% | -7.5% | -7.1% |
| 30D | +5.2% | +3.9% | +1.3% | +4.3% |
| 3M | +10.5% | +20.0% | -9.5% | +5.8% |
| 6M | -32.7% | +55.3% | -88.0% | -39.6% |
| YTD | -33.0% | +53.3% | -86.3% | -39.8% |
| 1Y | -49.5% | +74.7% | -124.2% | -56.1% |
| 3Y | -52.6% | +205.8% | -258.5% | -63.9% |
| 5Y | +5.2% | +145.0% | -139.8% | -16.6% |
| 10Y | +4,178.1% | +266.0% | +3,912.1% | +2,975.4% |
| All | +130.0% | +314.0% | -184.1% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling