-48.4%
CELH vs DG
+45.3%
-93.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.5% | -6.0% | -0.3% |
| 7D | +9.9% | +12.3% | -2.4% | +5.5% |
| 30D | +11.7% | +19.3% | -7.6% | +4.8% |
| 3M | +4.1% | +11.9% | -7.8% | -0.4% |
| 6M | -8.4% | +25.0% | -33.4% | -16.5% |
| YTD | -32.8% | +8.7% | -41.5% | -36.2% |
| 1Y | -48.4% | +44.7% | -93.1% | -62.3% |
| All | -48.4% | +45.3% | -93.6% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling