-16.6%
CELH vs DOC
-22.1%
+5.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +6.7% | +6.2% | +0.4% | +3.7% |
| 30D | +10.1% | +6.5% | +3.6% | +6.8% |
| 3M | +3.1% | -6.2% | +9.3% | +6.5% |
| 6M | -10.4% | +25.6% | -36.0% | -20.4% |
| YTD | -34.3% | +32.1% | -66.4% | -43.2% |
| 1Y | -49.9% | +20.3% | -70.2% | -54.5% |
| 3Y | -48.4% | +42.7% | -91.1% | -59.5% |
| 5Y | -16.6% | -22.2% | +5.5% | +11.5% |
| All | -16.6% | -22.1% | +5.5% | +11.5% |
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