+370.6%
STM vs CELH
+283.2%
+87.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 3M | -33.3% | +10.5% | -43.7% | -33.7% |
| 6M | +57.4% | -32.7% | +90.1% | +59.1% |
| YTD | +102.2% | -33.0% | +135.2% | +104.3% |
| 1Y | +99.6% | -49.5% | +149.1% | +103.4% |
| 3Y | +14.5% | -52.6% | +67.2% | +15.6% |
| 5Y | +21.4% | +5.2% | +16.2% | +17.9% |
| 10Y | +695.0% | +4,178.1% | -3,483.2% | +593.4% |
| All | +370.6% | +283.2% | +87.3% | +251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling