+4,198.1%
CELH vs DECK
+718.3%
+3,479.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.5% |
| 7D | -7.0% | -2.2% | -4.8% | -6.3% |
| 30D | +5.2% | -13.6% | +18.8% | +10.6% |
| 3M | +10.5% | -21.2% | +31.7% | +19.7% |
| 6M | -32.7% | -21.1% | -11.6% | -27.3% |
| YTD | -33.0% | -17.2% | -15.7% | -29.5% |
| 1Y | -49.5% | -30.7% | -18.8% | -44.0% |
| 3Y | -52.6% | -3.4% | -49.3% | -57.8% |
| 5Y | +5.2% | +25.5% | -20.3% | -18.8% |
| All | +4,198.1% | +718.3% | +3,479.9% | +2,316.7% |
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