+104.1%
CELH vs DVA
+576.8%
-472.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 6M | -40.5% | +17.3% | -57.7% | -42.8% |
| YTD | -40.5% | +59.8% | -100.3% | -46.7% |
| 1Y | -53.0% | +36.3% | -89.3% | -56.6% |
| 3Y | -59.1% | +88.6% | -147.7% | -65.1% |
| 5Y | -10.7% | +47.5% | -58.2% | -22.0% |
| 10Y | +3,788.6% | +185.2% | +3,603.3% | +2,845.2% |
| All | +104.1% | +576.8% | -472.6% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling