+1,020.5%
CELH vs DG
+560.3%
+460.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.6% | -3.9% | -5.9% |
| 7D | -11.7% | -4.8% | -6.8% | -10.6% |
| 30D | +1.6% | +1.8% | -0.2% | +1.0% |
| 3M | -2.0% | +14.5% | -16.4% | -5.4% |
| 6M | -36.2% | -13.6% | -22.6% | -34.3% |
| YTD | -39.6% | -4.8% | -34.7% | -39.2% |
| 1Y | -50.7% | +21.6% | -72.2% | -53.3% |
| 3Y | -58.9% | +4.5% | -63.3% | -60.9% |
| 5Y | -5.4% | -38.5% | +33.1% | +0.9% |
| 10Y | +3,848.6% | +102.2% | +3,746.4% | +3,769.1% |
| All | +1,020.5% | +560.3% | +460.3% | +612.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling