-59.1%
CELH vs DUOL
-9.6%
-49.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | -11.2% | -7.0% | -4.2% | -9.7% |
| 30D | -1.4% | +6.7% | -8.2% | -3.3% |
| 3M | -4.2% | +16.0% | -20.2% | -7.8% |
| 6M | -40.5% | +45.4% | -85.9% | -45.9% |
| YTD | -40.5% | -18.1% | -22.4% | -39.1% |
| 1Y | -53.0% | -53.6% | +0.5% | -45.7% |
| 3Y | -59.1% | -11.0% | -48.1% | -64.2% |
| All | -59.1% | -9.6% | -49.4% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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