+99.6%
STM vs CELH
-50.1%
+149.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.0% |
| 7D | +5.8% | -7.0% | +12.8% | +6.1% |
| 30D | -1.0% | +5.2% | -6.2% | -2.1% |
| 3M | -33.3% | +10.5% | -43.7% | -34.2% |
| 6M | +57.4% | -32.7% | +90.1% | +60.6% |
| YTD | +102.2% | -33.0% | +135.2% | +104.8% |
| 1Y | +99.6% | -49.5% | +149.1% | +105.6% |
| All | +99.6% | -50.1% | +149.7% | +105.6% |
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