+130.0%
CELH vs STZ
+514.8%
-384.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | -7.0% | -1.9% | -5.1% | -6.4% |
| 30D | +5.2% | -1.9% | +7.1% | +5.9% |
| 3M | +10.5% | -6.2% | +16.7% | +12.8% |
| 6M | -32.7% | -14.0% | -18.7% | -29.3% |
| YTD | -33.0% | -5.1% | -27.9% | -32.5% |
| 1Y | -49.5% | -9.6% | -40.0% | -48.3% |
| 3Y | -52.6% | -47.2% | -5.4% | -40.7% |
| 5Y | +5.2% | -33.6% | +38.8% | +22.3% |
| 10Y | +4,178.1% | -9.8% | +4,187.9% | +4,340.8% |
| All | +130.0% | +514.8% | -384.9% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling