-6.1%
CELH vs DVA
+46.8%
-52.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 6M | -40.5% | +17.3% | -57.7% | -42.8% |
| YTD | -40.5% | +59.8% | -100.3% | -47.0% |
| 1Y | -53.0% | +36.3% | -89.3% | -56.5% |
| 3Y | -59.1% | +88.6% | -147.7% | -65.7% |
| All | -6.1% | +46.8% | -52.9% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling