-11.3%
DASH vs CELH
-25.0%
+13.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.2% |
| 7D | -4.8% | +10.8% | -15.6% | -6.3% |
| 30D | -7.9% | +16.1% | -24.0% | -10.0% |
| 3M | -16.3% | +19.5% | -35.8% | -18.4% |
| 6M | +10.4% | +2.8% | +7.6% | +8.3% |
| YTD | -20.1% | -27.4% | +7.3% | -20.2% |
| All | -11.3% | -25.0% | +13.7% | -12.1% |
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