+1,619.2%
CELH vs DT
+100.3%
+1,518.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | -11.2% | -1.6% | -9.6% | -10.6% |
| 30D | -1.4% | +3.0% | -4.5% | -3.3% |
| 3M | -4.2% | +26.5% | -30.7% | -14.4% |
| 6M | -40.5% | +35.9% | -76.4% | -49.5% |
| YTD | -40.5% | +17.8% | -58.3% | -46.8% |
| 1Y | -53.0% | +4.1% | -57.1% | -55.4% |
| 3Y | -59.1% | +5.3% | -64.4% | -63.3% |
| 5Y | -10.7% | -27.2% | +16.5% | -9.8% |
| All | +1,619.2% | +100.3% | +1,518.9% | +1,093.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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