+465.1%
STM vs CELH
+4,466.2%
-4,001.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | +12.0% | +0.8% | +11.2% | +11.9% |
| 30D | -0.4% | +19.3% | -19.7% | -3.1% |
| 3M | -13.2% | +12.6% | -25.8% | -15.2% |
| 6M | -26.1% | +16.4% | -42.4% | -28.9% |
| YTD | +81.2% | -29.1% | +110.3% | +86.5% |
| 1Y | +98.3% | -26.3% | +124.6% | +102.6% |
| 3Y | +16.7% | -40.1% | +56.8% | +16.3% |
| 5Y | -4.8% | +16.7% | -21.5% | -20.2% |
| All | +465.1% | +4,466.2% | -4,001.1% | +197.4% |
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