+1,077.4%
STX vs CELH
-4.4%
+1,081.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -1.4% |
| 7D | +9.6% | -11.7% | +21.2% | +10.9% |
| 30D | +10.6% | +1.6% | +9.0% | +10.1% |
| 3M | +4.8% | -2.0% | +6.7% | +3.6% |
| 6M | +137.3% | -36.2% | +173.4% | +146.7% |
| YTD | +222.5% | -39.6% | +262.1% | +236.9% |
| 1Y | +366.2% | -50.7% | +416.9% | +394.6% |
| 3Y | +1,352.9% | -58.9% | +1,411.8% | +1,416.0% |
| 5Y | +1,077.4% | -5.4% | +1,082.8% | +856.7% |
| All | +1,077.4% | -4.4% | +1,081.8% | +856.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling