+125.3%
CELH vs DECK
+2,596.5%
-2,471.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | +6.7% | +6.0% | +0.7% | +5.4% |
| 30D | +10.1% | +7.4% | +2.6% | +8.5% |
| 3M | +3.1% | -11.7% | +14.7% | +5.7% |
| 6M | -10.4% | -11.0% | +0.6% | -8.4% |
| YTD | -34.3% | -15.4% | -19.0% | -32.5% |
| 1Y | -49.9% | +7.2% | -57.1% | -50.8% |
| 3Y | -48.4% | -11.8% | -36.5% | -49.2% |
| 5Y | -16.6% | +24.3% | -40.9% | -24.1% |
| 10Y | +4,498.0% | +907.5% | +3,590.4% | +3,123.6% |
| All | +125.3% | +2,596.5% | -2,471.2% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling