+4,820.0%
CELH vs DOC
+20.3%
+4,799.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | +9.4% | +4.3% | +5.1% | +7.4% |
| 30D | +14.8% | +9.2% | +5.6% | +10.2% |
| 3M | +20.5% | -0.8% | +21.4% | +21.0% |
| 6M | +1.6% | +7.1% | -5.5% | -1.6% |
| YTD | -28.3% | +34.0% | -62.3% | -38.0% |
| 1Y | -26.4% | +23.2% | -49.6% | -34.0% |
| 3Y | -43.0% | +53.6% | -96.6% | -55.2% |
| 5Y | +4.8% | -20.4% | +25.3% | +13.2% |
| 10Y | +4,820.0% | +23.4% | +4,796.6% | +4,411.5% |
| All | +4,820.0% | +20.3% | +4,799.7% | +4,411.5% |
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