+3,343.4%
STX vs CELH
+3,788.6%
-445.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -3.9% |
| 7D | -2.3% | -11.2% | +9.0% | -1.2% |
| 30D | -5.5% | -1.4% | -4.0% | -5.6% |
| 3M | -4.3% | -4.2% | -0.1% | -5.0% |
| 6M | +115.6% | -40.5% | +156.1% | +124.1% |
| YTD | +202.2% | -40.5% | +242.7% | +213.5% |
| 1Y | +325.3% | -53.0% | +378.3% | +348.6% |
| 3Y | +1,283.9% | -59.1% | +1,343.0% | +1,329.7% |
| 5Y | +1,048.3% | -10.7% | +1,059.0% | +938.9% |
| All | +3,343.4% | +3,788.6% | -445.1% | +2,077.7% |
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