+107.3%
CELH vs D
+265.8%
-158.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -5.8% |
| 7D | -11.7% | -0.4% | -11.2% | -11.5% |
| 30D | +1.6% | -2.1% | +3.7% | +2.5% |
| 3M | -2.0% | -0.7% | -1.2% | -1.4% |
| 6M | -36.2% | +5.6% | -41.8% | -37.8% |
| YTD | -39.6% | +14.6% | -54.1% | -43.3% |
| 1Y | -50.7% | +15.3% | -66.0% | -54.3% |
| 3Y | -58.9% | +59.1% | -118.0% | -67.7% |
| 5Y | -5.4% | +3.9% | -9.3% | -10.9% |
| 10Y | +3,848.6% | +38.5% | +3,810.1% | +3,092.9% |
| All | +107.3% | +265.8% | -158.5% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling