+68.0%
STM vs CELH
-49.4%
+117.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.3% | -10.1% | -12.3% |
| 7D | -20.1% | +6.7% | -26.8% | -20.3% |
| 30D | -32.0% | +10.1% | -42.0% | -32.2% |
| 3M | -24.2% | +3.1% | -27.2% | -24.9% |
| 6M | -29.9% | -10.4% | -19.6% | -29.7% |
| YTD | +54.9% | -34.3% | +89.2% | +57.8% |
| 1Y | +68.0% | -49.9% | +117.9% | +76.6% |
| All | +68.0% | -49.4% | +117.4% | +76.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling