+7.4%
DASH vs CELH
+5.1%
+2.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.0% | -1.6% | -3.7% |
| 7D | -10.6% | -7.0% | -3.5% | -8.6% |
| 30D | +2.2% | +5.2% | -3.0% | -0.9% |
| 3M | +32.3% | +10.5% | +21.8% | +25.8% |
| 6M | +19.1% | -32.7% | +51.8% | +30.9% |
| YTD | -6.5% | -33.0% | +26.5% | +1.8% |
| 1Y | -14.9% | -49.5% | +34.6% | +0.8% |
| 3Y | +151.9% | -52.6% | +204.6% | +173.3% |
| All | +7.4% | +5.1% | +2.3% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling