-58.4%
CELH vs DRI
+54.1%
-112.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.9% | -5.9% |
| 7D | -11.7% | -4.8% | -6.8% | -10.1% |
| 30D | +1.6% | -3.9% | +5.5% | +3.0% |
| 3M | -2.0% | +5.1% | -7.0% | -3.7% |
| 6M | -36.2% | +5.5% | -41.7% | -37.3% |
| YTD | -39.6% | +16.5% | -56.0% | -42.1% |
| 1Y | -50.7% | +2.0% | -52.7% | -51.5% |
| All | -58.4% | +54.1% | -112.6% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling