+4,977.9%
CELH vs DECK
+874.1%
+4,103.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.2% | +7.5% |
| 7D | +10.4% | +5.8% | +4.7% | +8.2% |
| 30D | +19.5% | +7.9% | +11.6% | +16.2% |
| 3M | +35.3% | -11.4% | +46.7% | +40.9% |
| 6M | -2.0% | -16.6% | +14.6% | +4.1% |
| YTD | -29.7% | -16.4% | -13.3% | -26.3% |
| 1Y | -28.6% | +8.6% | -37.3% | -32.0% |
| 3Y | -45.5% | -15.1% | -30.3% | -48.6% |
| 5Y | -10.7% | +22.9% | -33.6% | -31.1% |
| All | +4,977.9% | +874.1% | +4,103.8% | +2,617.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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