-48.4%
CELH vs STZ
+14.7%
-63.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.8% | +1.0% |
| 7D | +9.9% | +13.0% | -3.1% | +6.2% |
| 30D | +11.7% | +29.4% | -17.7% | +3.9% |
| 3M | +4.1% | +11.6% | -7.5% | +0.8% |
| 6M | -8.4% | -0.2% | -8.2% | -9.4% |
| YTD | -32.8% | +8.6% | -41.3% | -37.7% |
| 1Y | -48.4% | +15.9% | -64.3% | -59.4% |
| All | -48.4% | +14.7% | -63.1% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling