+31,617.1%
CELH vs CDW
+903.1%
+30,714.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | -7.0% | +3.2% | -10.2% | -8.2% |
| 30D | +5.2% | +9.3% | -4.1% | +0.6% |
| 3M | +10.5% | +9.8% | +0.7% | +4.3% |
| 6M | -32.7% | +23.3% | -56.1% | -41.2% |
| YTD | -33.0% | +13.7% | -46.6% | -39.8% |
| 1Y | -49.5% | -6.5% | -43.1% | -50.6% |
| 3Y | -52.6% | -25.2% | -27.4% | -50.0% |
| 5Y | +5.2% | -19.5% | +24.7% | +7.2% |
| 10Y | +4,178.1% | +285.8% | +3,892.3% | +3,011.8% |
| All | +31,617.1% | +903.1% | +30,714.0% | +23,282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling