-5.4%
CELH vs CDW
-23.8%
+18.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -5.9% |
| 7D | -11.7% | -4.2% | -7.4% | -9.9% |
| 30D | +1.6% | +4.9% | -3.3% | -1.2% |
| 3M | -2.0% | +7.3% | -9.2% | -7.4% |
| 6M | -36.2% | +19.2% | -55.4% | -45.6% |
| YTD | -39.6% | +6.2% | -45.8% | -45.5% |
| 1Y | -50.7% | -14.0% | -36.7% | -49.0% |
| 3Y | -58.9% | -30.0% | -28.9% | -54.3% |
| 5Y | -5.4% | -23.6% | +18.2% | -4.2% |
| All | -5.4% | -23.8% | +18.4% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling