+130.0%
CELH vs DPZ
+2,483.3%
-2,353.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.6% |
| 7D | -7.0% | -2.5% | -4.5% | -6.5% |
| 30D | +5.2% | -7.0% | +12.1% | +6.8% |
| 3M | +10.5% | +11.6% | -1.1% | +7.9% |
| 6M | -32.7% | -15.2% | -17.5% | -30.5% |
| YTD | -33.0% | -17.2% | -15.7% | -30.5% |
| 1Y | -49.5% | -24.8% | -24.7% | -46.7% |
| 3Y | -52.6% | -8.7% | -44.0% | -52.6% |
| 5Y | +5.2% | -28.9% | +34.1% | +9.8% |
| 10Y | +4,178.1% | +153.6% | +4,024.5% | +3,599.7% |
| All | +130.0% | +2,483.3% | -2,353.3% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling