-59.1%
CELH vs DVA
+89.6%
-148.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -11.2% | -1.3% | -9.9% | -11.0% |
| 30D | -1.4% | 0.0% | -1.5% | -1.5% |
| 3M | -4.2% | -10.9% | +6.8% | -2.6% |
| 6M | -40.5% | +17.3% | -57.7% | -42.3% |
| YTD | -40.5% | +59.8% | -100.3% | -46.0% |
| 1Y | -53.0% | +36.3% | -89.3% | -55.6% |
| 3Y | -59.1% | +88.6% | -147.7% | -66.5% |
| All | -59.1% | +89.6% | -148.7% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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