-7.2%
CELH vs DOC
-21.4%
+14.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +6.7% |
| 7D | +10.4% | +6.5% | +4.0% | +7.3% |
| 30D | +19.5% | +9.2% | +10.3% | +14.6% |
| 3M | +35.3% | -2.5% | +37.8% | +37.0% |
| 6M | -2.0% | +7.1% | -9.0% | -5.0% |
| YTD | -29.7% | +33.0% | -62.7% | -39.4% |
| 1Y | -28.6% | +23.3% | -51.9% | -36.2% |
| 3Y | -45.5% | +44.9% | -90.4% | -57.6% |
| All | -7.2% | -21.4% | +14.3% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling