+4,198.1%
CELH vs DOC
-2.1%
+4,200.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.2% |
| 7D | -7.0% | -1.5% | -5.6% | -6.4% |
| 30D | +5.2% | -4.8% | +9.9% | +8.0% |
| 3M | +10.5% | +6.9% | +3.6% | +7.6% |
| 6M | -32.7% | +20.7% | -53.5% | -38.7% |
| YTD | -33.0% | +34.1% | -67.1% | -41.9% |
| 1Y | -49.5% | +22.6% | -72.2% | -54.5% |
| 3Y | -52.6% | +20.8% | -73.5% | -58.0% |
| 5Y | +5.2% | -24.9% | +30.1% | +16.1% |
| All | +4,198.1% | -2.1% | +4,200.2% | +3,876.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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