+25.6%
CELH vs DOCS
-36.0%
+61.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.4% |
| 7D | -7.0% | -1.4% | -5.6% | -6.7% |
| 30D | +5.2% | +21.8% | -16.6% | +0.4% |
| 3M | +10.5% | +27.3% | -16.8% | +4.5% |
| 6M | -32.7% | -0.3% | -32.4% | -33.9% |
| YTD | -33.0% | -40.5% | +7.5% | -27.1% |
| 1Y | -49.5% | -61.5% | +12.0% | -39.7% |
| 3Y | -52.6% | +8.2% | -60.8% | -60.9% |
| 5Y | +5.2% | -73.4% | +78.6% | +9.7% |
| All | +25.6% | -36.0% | +61.6% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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