+1,590.7%
CELH vs DOW
-17.0%
+1,607.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.1% |
| 7D | -11.2% | -1.4% | -9.8% | -10.7% |
| 30D | -1.4% | -3.9% | +2.5% | 0.0% |
| 3M | -4.2% | -12.7% | +8.5% | +0.3% |
| 6M | -40.5% | -13.7% | -26.8% | -39.7% |
| YTD | -40.5% | +28.4% | -68.9% | -52.2% |
| 1Y | -53.0% | +21.8% | -74.8% | -61.6% |
| 3Y | -59.1% | -35.7% | -23.3% | -53.4% |
| 5Y | -10.7% | -36.8% | +26.1% | +2.9% |
| All | +1,590.7% | -17.0% | +1,607.7% | +1,131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling