+130.0%
CELH vs DAR
+1,141.7%
-1,011.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.8% |
| 7D | -7.0% | +1.4% | -8.4% | -7.5% |
| 30D | +5.2% | +12.8% | -7.6% | +0.9% |
| 3M | +10.5% | +7.4% | +3.1% | +7.1% |
| 6M | -32.7% | +22.3% | -55.0% | -37.5% |
| YTD | -33.0% | +81.1% | -114.1% | -44.5% |
| 1Y | -49.5% | +106.5% | -156.0% | -60.0% |
| 3Y | -52.6% | +5.3% | -57.9% | -56.3% |
| 5Y | +5.2% | -11.5% | +16.8% | +2.1% |
| 10Y | +4,178.1% | +353.3% | +3,824.8% | +2,591.6% |
| All | +130.0% | +1,141.7% | -1,011.8% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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