-6.1%
CELH vs DD
+56.1%
-62.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.4% |
| 7D | -11.2% | -3.5% | -7.7% | -9.4% |
| 30D | -1.4% | -11.7% | +10.2% | +5.2% |
| 3M | -4.2% | -9.2% | +5.1% | +0.9% |
| 6M | -40.5% | -7.2% | -33.3% | -39.1% |
| YTD | -40.5% | +6.6% | -47.1% | -44.6% |
| 1Y | -53.0% | +32.0% | -85.0% | -61.7% |
| 3Y | -59.1% | +42.1% | -101.2% | -69.9% |
| All | -6.1% | +56.1% | -62.2% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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