-59.1%
CELH vs DTE
+43.4%
-102.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.6% |
| 7D | -11.2% | -2.6% | -8.6% | -10.5% |
| 30D | -1.4% | -4.4% | +3.0% | -0.1% |
| 3M | -4.2% | -8.3% | +4.2% | -1.7% |
| 6M | -40.5% | -8.1% | -32.4% | -39.0% |
| YTD | -40.5% | +4.4% | -44.9% | -41.6% |
| 1Y | -53.0% | +0.2% | -53.2% | -53.3% |
| 3Y | -59.1% | +42.6% | -101.7% | -64.6% |
| All | -59.1% | +43.4% | -102.5% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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