+3,733.8%
CELH vs DG
+101.8%
+3,632.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.8% |
| 7D | -11.2% | -6.5% | -4.7% | -9.1% |
| 30D | -1.4% | +4.2% | -5.6% | -3.0% |
| 3M | -4.2% | +9.5% | -13.7% | -7.7% |
| 6M | -40.5% | -13.1% | -27.3% | -37.9% |
| YTD | -40.5% | -4.8% | -35.7% | -40.0% |
| 1Y | -53.0% | +20.6% | -73.6% | -56.7% |
| 3Y | -59.1% | +4.9% | -64.0% | -62.5% |
| 5Y | -10.7% | -37.9% | +27.2% | +0.9% |
| All | +3,733.8% | +101.8% | +3,632.0% | +3,080.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling