-59.9%
CELH vs DT
+8.0%
-67.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -4.0% |
| 7D | -15.8% | -2.5% | -13.2% | -15.3% |
| 30D | -5.2% | +3.5% | -8.7% | -6.2% |
| 3M | -6.1% | +26.7% | -32.8% | -11.1% |
| 6M | -40.9% | +36.1% | -77.0% | -45.2% |
| YTD | -41.8% | +18.6% | -60.4% | -44.3% |
| 1Y | -52.6% | +7.9% | -60.5% | -53.4% |
| All | -59.9% | +8.0% | -67.9% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling