-52.6%
CELH vs CDW
-13.4%
-39.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.8% | -3.7% |
| 7D | -15.8% | -7.4% | -8.4% | -15.6% |
| 30D | -5.2% | +5.8% | -11.0% | -5.4% |
| 3M | -6.1% | +10.8% | -16.9% | -7.2% |
| 6M | -40.9% | +21.5% | -62.3% | -43.6% |
| YTD | -41.8% | +6.4% | -48.1% | -42.7% |
| 1Y | -52.6% | -14.8% | -37.8% | -51.6% |
| All | -52.6% | -13.4% | -39.3% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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