-6.1%
CELH vs DUOL
-17.6%
+11.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | -11.2% | -7.0% | -4.2% | -9.2% |
| 30D | -1.4% | +6.7% | -8.2% | -4.0% |
| 3M | -4.2% | +16.0% | -20.2% | -9.2% |
| 6M | -40.5% | +45.4% | -85.9% | -48.0% |
| YTD | -40.5% | -18.1% | -22.4% | -38.4% |
| 1Y | -53.0% | -53.6% | +0.5% | -42.0% |
| 3Y | -59.1% | -11.0% | -48.1% | -65.3% |
| All | -6.1% | -17.6% | +11.6% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling