+130.0%
CELH vs DRI
+1,005.7%
-875.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -7.0% | +0.6% | -7.6% | -7.2% |
| 30D | +5.2% | +3.8% | +1.3% | +4.0% |
| 3M | +10.5% | +13.0% | -2.5% | +6.4% |
| 6M | -32.7% | +8.3% | -41.0% | -34.3% |
| YTD | -33.0% | +20.6% | -53.6% | -36.6% |
| 1Y | -49.5% | +6.5% | -56.0% | -50.6% |
| 3Y | -52.6% | +53.7% | -106.4% | -58.9% |
| 5Y | +5.2% | +72.7% | -67.5% | -10.7% |
| 10Y | +4,178.1% | +363.2% | +3,815.0% | +2,716.4% |
| All | +130.0% | +1,005.7% | -875.7% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling