+25.1%
CELH vs DXCM
-48.7%
+73.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.8% |
| 7D | +0.8% | +4.9% | -4.1% | -1.0% |
| 30D | +19.3% | -0.2% | +19.5% | +19.0% |
| 3M | +12.6% | -8.9% | +21.6% | +16.2% |
| 6M | +16.4% | +42.3% | -25.9% | -0.5% |
| YTD | -29.1% | +25.6% | -54.7% | -36.6% |
| 1Y | -26.3% | +39.5% | -65.9% | -36.9% |
| 3Y | -40.1% | -15.3% | -24.8% | -47.3% |
| All | +25.1% | -48.7% | +73.8% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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