+123.9%
SBUX vs CELH
+3,788.6%
-3,664.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | -5.5% | -11.2% | +5.7% | -4.4% |
| 30D | -8.5% | -1.4% | -7.0% | -8.4% |
| 3M | -2.9% | -4.2% | +1.2% | -3.1% |
| 6M | -1.5% | -40.5% | +38.9% | +2.7% |
| YTD | +19.4% | -40.5% | +59.9% | +24.2% |
| 1Y | +22.9% | -53.0% | +76.0% | +30.0% |
| 3Y | +11.3% | -59.1% | +70.3% | +15.3% |
| 5Y | -6.9% | -10.7% | +3.9% | -15.0% |
| All | +123.9% | +3,788.6% | -3,664.7% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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