-6.1%
CELH vs DBX
+11.7%
-17.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +1.6% |
| 7D | -11.2% | +2.1% | -13.3% | -12.1% |
| 30D | -1.4% | +5.7% | -7.2% | -4.1% |
| 3M | -4.2% | +31.8% | -36.0% | -15.2% |
| 6M | -40.5% | +37.5% | -77.9% | -49.2% |
| YTD | -40.5% | +27.9% | -68.4% | -47.6% |
| 1Y | -53.0% | +15.0% | -68.0% | -56.9% |
| 3Y | -59.1% | +27.2% | -86.2% | -69.4% |
| All | -6.1% | +11.7% | -17.8% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling