-17.2%
DASH vs CELH
-47.2%
+29.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.8% | +7.7% |
| 7D | +17.2% | +9.9% | +7.3% | +14.8% |
| 30D | +3.6% | +11.7% | -8.2% | +1.1% |
| 3M | -1.9% | +4.1% | -6.0% | -3.4% |
| 6M | +15.1% | -8.4% | +23.5% | +15.9% |
| YTD | -12.3% | -32.8% | +20.5% | -6.4% |
| 1Y | -17.2% | -48.4% | +31.1% | -0.9% |
| All | -17.2% | -47.2% | +29.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 1y: compounded portfolio wealth divided by compounded CELH 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…
1y analysis · Full analysis span regression · 6 months rolling