+99.1%
STM vs CELH
-52.9%
+152.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.4% |
| 7D | -1.4% | -11.2% | +9.8% | -0.8% |
| 30D | -4.9% | -1.4% | -3.5% | -5.2% |
| 3M | -34.0% | -4.2% | -29.8% | -34.4% |
| 6M | +51.8% | -40.5% | +92.3% | +56.1% |
| YTD | +99.4% | -40.5% | +139.9% | +103.2% |
| 1Y | +99.1% | -53.0% | +152.1% | +110.5% |
| All | +99.1% | -52.9% | +152.0% | +110.5% |
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