+3,733.8%
CELH vs D
+36.8%
+3,697.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.6% |
| 7D | -11.2% | -2.2% | -9.0% | -10.4% |
| 30D | -1.4% | -4.5% | +3.0% | +0.3% |
| 3M | -4.2% | -2.5% | -1.6% | -3.0% |
| 6M | -40.5% | +5.5% | -46.0% | -41.8% |
| YTD | -40.5% | +13.3% | -53.8% | -43.6% |
| 1Y | -53.0% | +11.8% | -64.8% | -55.6% |
| 3Y | -59.1% | +56.7% | -115.8% | -67.3% |
| 5Y | -10.7% | +4.3% | -15.0% | -15.5% |
| All | +3,733.8% | +36.8% | +3,697.0% | +3,308.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling