+3,650.7%
CELH vs DRI
+348.7%
+3,302.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.3% |
| 7D | -15.8% | -4.8% | -10.9% | -14.2% |
| 30D | -5.2% | -5.2% | 0.0% | -3.3% |
| 3M | -6.1% | +2.7% | -8.9% | -7.2% |
| 6M | -40.9% | +3.6% | -44.5% | -41.6% |
| YTD | -41.8% | +15.4% | -57.2% | -44.8% |
| 1Y | -52.6% | +1.3% | -53.9% | -53.0% |
| 3Y | -60.4% | +53.1% | -113.5% | -66.9% |
| 5Y | -12.6% | +64.6% | -77.2% | -28.4% |
| All | +3,650.7% | +348.7% | +3,302.0% | +2,821.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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