-59.1%
CELH vs DLTR
+1.4%
-60.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -11.2% | -10.1% | -1.1% | -8.4% |
| 30D | -1.4% | -8.1% | +6.7% | +1.1% |
| 3M | -4.2% | +2.9% | -7.0% | -4.8% |
| 6M | -40.5% | +4.3% | -44.8% | -41.5% |
| YTD | -40.5% | -3.9% | -36.6% | -40.4% |
| 1Y | -53.0% | +18.9% | -71.9% | -55.5% |
| 3Y | -59.1% | +1.9% | -61.0% | -66.3% |
| All | -59.1% | +1.4% | -60.5% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 3y: compounded portfolio wealth divided by compounded DLTR 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…
3y analysis · Full analysis span regression · 6 months rolling