+104.1%
CELH vs DGX
+540.7%
-436.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.7% |
| 7D | -11.2% | -0.9% | -10.3% | -10.9% |
| 30D | -1.4% | -1.2% | -0.3% | -1.0% |
| 3M | -4.2% | +15.8% | -19.9% | -9.0% |
| 6M | -40.5% | +18.2% | -58.6% | -44.0% |
| YTD | -40.5% | +37.2% | -77.7% | -47.0% |
| 1Y | -53.0% | +30.4% | -83.4% | -57.5% |
| 3Y | -59.1% | +96.7% | -155.8% | -68.0% |
| 5Y | -10.7% | +67.2% | -77.9% | -26.3% |
| 10Y | +3,788.6% | +253.9% | +3,534.6% | +2,445.3% |
| All | +104.1% | +540.7% | -436.5% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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