+61.7%
DDOG vs CELH
-9.3%
+71.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.6% |
| 7D | +3.2% | -15.8% | +19.0% | +7.8% |
| 30D | -10.2% | -5.2% | -5.0% | -9.7% |
| 3M | -2.6% | -6.1% | +3.5% | -2.2% |
| 6M | +80.1% | -40.9% | +121.0% | +102.6% |
| YTD | +63.0% | -41.8% | +104.8% | +82.0% |
| 1Y | +59.4% | -52.6% | +112.0% | +82.1% |
| 3Y | +127.0% | -60.4% | +187.4% | +145.4% |
| 5Y | +61.7% | -12.6% | +74.3% | -11.8% |
| All | +61.7% | -9.3% | +71.0% | -11.8% |
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