-53.4%
CELH vs DOC
+20.8%
-74.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.4% |
| 7D | -7.0% | -1.5% | -5.6% | -6.5% |
| 30D | +5.2% | -4.8% | +9.9% | +7.2% |
| 3M | +10.5% | +6.9% | +3.6% | +8.7% |
| 6M | -32.7% | +20.7% | -53.5% | -36.6% |
| YTD | -33.0% | +34.1% | -67.1% | -39.4% |
| 1Y | -49.5% | +22.6% | -72.2% | -52.9% |
| All | -53.4% | +20.8% | -74.2% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling