+130.0%
CELH vs DXCM
+3,932.1%
-3,802.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.6% |
| 7D | -7.0% | -3.2% | -3.8% | -6.4% |
| 30D | +5.2% | +6.3% | -1.2% | +3.9% |
| 3M | +10.5% | +21.1% | -10.6% | +5.9% |
| 6M | -32.7% | +20.6% | -53.3% | -35.6% |
| YTD | -33.0% | +32.4% | -65.4% | -37.1% |
| 1Y | -49.5% | +8.8% | -58.4% | -51.0% |
| 3Y | -52.6% | -13.7% | -38.9% | -54.4% |
| 5Y | +5.2% | -35.2% | +40.4% | +7.1% |
| 10Y | +4,178.1% | +281.8% | +3,896.3% | +3,121.5% |
| All | +130.0% | +3,932.1% | -3,802.2% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling