-58.4%
CELH vs CDW
-30.2%
-28.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -6.3% |
| 7D | -11.7% | -4.2% | -7.4% | -11.0% |
| 30D | +1.6% | +4.9% | -3.3% | +0.6% |
| 3M | -2.0% | +7.3% | -9.2% | -4.1% |
| 6M | -36.2% | +19.2% | -55.4% | -40.5% |
| YTD | -39.6% | +6.2% | -45.8% | -41.9% |
| 1Y | -50.7% | -14.0% | -36.7% | -49.2% |
| All | -58.4% | -30.2% | -28.2% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling