+11.7%
STM vs CELH
-43.0%
+54.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.5% |
| 7D | -7.9% | +9.4% | -17.3% | -8.8% |
| 30D | -14.1% | +14.8% | -28.9% | -15.5% |
| 3M | -17.6% | +20.5% | -38.2% | -19.7% |
| 6M | -24.2% | +1.6% | -25.8% | -25.2% |
| YTD | +73.3% | -28.3% | +101.6% | +77.7% |
| 1Y | +90.1% | -26.4% | +116.5% | +93.8% |
| All | +11.7% | -43.0% | +54.7% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling