+301.9%
STM vs CELH
+314.9%
-13.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.6% | +6.6% |
| 7D | -5.6% | +10.8% | -16.4% | -5.9% |
| 30D | -14.4% | +16.1% | -30.6% | -14.9% |
| 3M | -20.5% | +19.5% | -40.0% | -21.1% |
| 6M | -24.5% | +2.8% | -27.3% | -24.9% |
| YTD | +72.7% | -27.4% | +100.1% | +73.8% |
| 1Y | +91.0% | -20.1% | +111.1% | +91.5% |
| 3Y | +13.5% | -42.9% | +56.4% | +13.9% |
| 5Y | -9.2% | -1.9% | -7.3% | -11.7% |
| 10Y | +422.5% | +4,878.5% | -4,456.0% | +353.7% |
| All | +301.9% | +314.9% | -13.0% | +198.9% |
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