+3,733.8%
CELH vs STZ
-11.3%
+3,745.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.8% |
| 7D | -11.2% | -4.5% | -6.7% | -9.3% |
| 30D | -1.4% | -8.6% | +7.1% | +2.9% |
| 3M | -4.2% | -13.8% | +9.6% | +2.6% |
| 6M | -40.5% | -17.2% | -23.3% | -35.5% |
| YTD | -40.5% | -9.4% | -31.1% | -38.9% |
| 1Y | -53.0% | -11.9% | -41.1% | -51.1% |
| 3Y | -59.1% | -49.6% | -9.5% | -43.6% |
| 5Y | -10.7% | -37.2% | +26.5% | +11.9% |
| All | +3,733.8% | -11.3% | +3,745.1% | +4,323.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling