+143.1%
CELH vs DAR
+966.5%
-823.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.4% |
| 7D | +0.8% | +11.6% | -10.7% | -2.2% |
| 30D | +19.3% | -10.2% | +29.6% | +22.5% |
| 3M | +12.6% | -14.8% | +27.5% | +16.6% |
| 6M | +16.4% | -10.1% | +26.4% | +17.6% |
| YTD | -29.1% | +55.5% | -84.6% | -39.2% |
| 1Y | -26.3% | +61.7% | -88.0% | -37.6% |
| 3Y | -40.1% | +37.2% | -77.3% | -49.2% |
| 5Y | +16.7% | -26.9% | +43.6% | +18.3% |
| 10Y | +4,466.2% | +314.4% | +4,151.8% | +2,839.5% |
| All | +143.1% | +966.5% | -823.3% | +123.5% |
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