+130.0%
CELH vs DOC
+68.5%
+61.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.5% |
| 7D | -7.0% | -1.5% | -5.6% | -6.6% |
| 30D | +5.2% | -4.8% | +9.9% | +7.1% |
| 3M | +10.5% | +6.9% | +3.6% | +8.5% |
| 6M | -32.7% | +20.7% | -53.5% | -36.8% |
| YTD | -33.0% | +34.1% | -67.1% | -39.1% |
| 1Y | -49.5% | +22.6% | -72.2% | -52.9% |
| 3Y | -52.6% | +20.8% | -73.5% | -56.1% |
| 5Y | +5.2% | -24.9% | +30.1% | +11.9% |
| 10Y | +4,178.1% | -1.8% | +4,180.0% | +4,067.9% |
| All | +130.0% | +68.5% | +61.4% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling