-59.9%
CELH vs DBX
+25.2%
-85.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -3.7% |
| 7D | -15.8% | -1.8% | -13.9% | -15.7% |
| 30D | -5.2% | +2.8% | -8.0% | -5.4% |
| 3M | -6.1% | +26.8% | -32.9% | -7.0% |
| 6M | -40.9% | +32.8% | -73.6% | -41.4% |
| YTD | -41.8% | +26.1% | -67.9% | -42.4% |
| 1Y | -52.6% | +14.1% | -66.8% | -53.0% |
| All | -59.9% | +25.2% | -85.1% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling