+121.7%
CELH vs DLR
+1,025.4%
-903.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | -3.8% | +3.4% | -7.2% | -4.8% |
| 30D | +6.4% | -2.2% | +8.7% | +7.0% |
| 3M | +5.6% | +4.7% | +0.8% | +3.3% |
| 6M | -31.1% | +9.0% | -40.1% | -33.6% |
| YTD | -35.4% | +24.1% | -59.5% | -40.4% |
| 1Y | -46.9% | +20.9% | -67.8% | -50.8% |
| 3Y | -56.0% | +60.0% | -116.0% | -63.4% |
| 5Y | +1.2% | +35.3% | -34.1% | -11.9% |
| 10Y | +4,043.9% | +165.8% | +3,878.2% | +2,777.2% |
| All | +121.7% | +1,025.4% | -903.7% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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