+1,627.5%
CELH vs DBX
+19.3%
+1,608.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.3% | -8.8% | -7.3% |
| 7D | -11.7% | +0.3% | -11.9% | -11.8% |
| 30D | +1.6% | 0.0% | +1.6% | +1.3% |
| 3M | -2.0% | +26.1% | -28.1% | -10.2% |
| 6M | -36.2% | +29.4% | -65.5% | -42.9% |
| YTD | -39.6% | +24.4% | -64.0% | -45.3% |
| 1Y | -50.7% | +10.9% | -61.5% | -53.7% |
| 3Y | -58.9% | +24.1% | -82.9% | -65.6% |
| 5Y | -5.4% | +7.8% | -13.1% | -18.5% |
| All | +1,627.5% | +19.3% | +1,608.2% | +1,242.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling