-4.5%
DASH vs CELH
+167.2%
-171.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.2% |
| 7D | -4.8% | +10.8% | -15.6% | -7.5% |
| 30D | -7.9% | +16.1% | -24.0% | -11.7% |
| 3M | -16.3% | +19.5% | -35.8% | -20.7% |
| 6M | +10.4% | +2.8% | +7.6% | +7.0% |
| YTD | -20.1% | -27.4% | +7.3% | -15.6% |
| 1Y | -11.4% | -20.1% | +8.6% | -9.6% |
| 3Y | +114.1% | -42.9% | +157.0% | +117.7% |
| 5Y | -5.8% | -1.9% | -3.8% | -37.9% |
| All | -4.5% | +167.2% | -171.7% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling