+11.3%
SBUX vs CELH
-60.2%
+71.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | -5.5% | -11.2% | +5.7% | -4.6% |
| 30D | -8.5% | -1.4% | -7.0% | -8.4% |
| 3M | -2.9% | -4.2% | +1.2% | -3.0% |
| 6M | -1.5% | -40.5% | +38.9% | +1.8% |
| YTD | +19.4% | -40.5% | +59.9% | +23.2% |
| 1Y | +22.9% | -53.0% | +76.0% | +28.4% |
| 3Y | +11.3% | -59.1% | +70.3% | +12.8% |
| All | +11.3% | -60.2% | +71.5% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling