+3,733.8%
CELH vs DE
+863.9%
+2,869.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.4% |
| 7D | -11.2% | -2.6% | -8.7% | -10.2% |
| 30D | -1.4% | +9.0% | -10.5% | -5.6% |
| 3M | -4.2% | +19.1% | -23.3% | -12.2% |
| 6M | -40.5% | +14.4% | -54.8% | -45.0% |
| YTD | -40.5% | +45.9% | -86.4% | -51.7% |
| 1Y | -53.0% | +43.6% | -96.6% | -61.7% |
| 3Y | -59.1% | +75.9% | -134.9% | -70.6% |
| 5Y | -10.7% | +98.8% | -109.5% | -40.0% |
| All | +3,733.8% | +863.9% | +2,869.9% | +1,797.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling