+4,242.0%
CELH vs D
+48.0%
+4,194.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +0.8% | -1.4% | +2.2% | +1.4% |
| 30D | +19.3% | +7.7% | +11.6% | +15.6% |
| 3M | +12.6% | -0.3% | +12.9% | +12.5% |
| 6M | +16.4% | +10.1% | +6.3% | +11.6% |
| YTD | -29.1% | +19.1% | -48.2% | -34.4% |
| 1Y | -26.3% | +15.9% | -42.2% | -31.3% |
| 3Y | -40.1% | +75.0% | -115.1% | -54.8% |
| 5Y | +16.7% | +13.4% | +3.3% | +6.4% |
| All | +4,242.0% | +48.0% | +4,194.0% | +3,162.5% |
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