-12.6%
CELH vs STZ
-37.5%
+24.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.5% | -4.8% |
| 7D | -15.8% | -4.1% | -11.7% | -13.6% |
| 30D | -5.2% | -7.6% | +2.4% | -0.7% |
| 3M | -6.1% | -12.3% | +6.2% | +0.9% |
| 6M | -40.9% | -16.3% | -24.6% | -35.2% |
| YTD | -41.8% | -8.4% | -33.4% | -41.0% |
| 1Y | -52.6% | -10.8% | -41.8% | -51.2% |
| 3Y | -60.4% | -49.0% | -11.4% | -39.1% |
| 5Y | -12.6% | -36.5% | +23.8% | +14.1% |
| All | -12.6% | -37.5% | +24.9% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling