-12.6%
CELH vs DPZ
-34.0%
+21.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.0% |
| 7D | -15.8% | -8.6% | -7.2% | -12.0% |
| 30D | -5.2% | -11.2% | +6.0% | +0.3% |
| 3M | -6.1% | +1.4% | -7.6% | -6.9% |
| 6M | -40.9% | -19.9% | -21.0% | -34.7% |
| YTD | -41.8% | -23.0% | -18.8% | -34.8% |
| 1Y | -52.6% | -28.2% | -24.4% | -45.4% |
| 3Y | -60.4% | -14.2% | -46.2% | -61.7% |
| 5Y | -12.6% | -33.4% | +20.8% | +18.9% |
| All | -12.6% | -34.0% | +21.4% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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