+121.7%
CELH vs DD
+200.8%
-79.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -3.8% | -0.6% | -3.2% | -3.6% |
| 30D | +6.4% | -7.4% | +13.9% | +9.5% |
| 3M | +5.6% | -6.4% | +12.0% | +8.1% |
| 6M | -31.1% | -2.5% | -28.7% | -31.2% |
| YTD | -35.4% | +10.2% | -45.6% | -38.7% |
| 1Y | -46.9% | +36.9% | -83.8% | -53.7% |
| 3Y | -56.0% | +47.0% | -103.0% | -63.5% |
| 5Y | +1.2% | +63.1% | -61.9% | -18.3% |
| 10Y | +4,043.9% | +68.2% | +3,975.8% | +2,994.6% |
| All | +121.7% | +200.8% | -79.1% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling