+655.9%
STM vs CELH
+3,788.6%
-3,132.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.2% |
| 7D | -1.4% | -11.2% | +9.8% | +0.3% |
| 30D | -4.9% | -1.4% | -3.5% | -5.0% |
| 3M | -34.0% | -4.2% | -29.8% | -34.2% |
| 6M | +51.8% | -40.5% | +92.3% | +61.6% |
| YTD | +99.4% | -40.5% | +139.9% | +111.2% |
| 1Y | +99.1% | -53.0% | +152.1% | +116.6% |
| 3Y | +19.5% | -59.1% | +78.5% | +26.1% |
| 5Y | +19.5% | -10.7% | +30.2% | +4.1% |
| All | +655.9% | +3,788.6% | -3,132.7% | +317.0% |
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