+499.9%
DDOG vs CELH
+2,165.6%
-1,665.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -6.5% | +13.6% | +8.8% |
| 7D | +7.7% | -11.7% | +19.3% | +10.8% |
| 30D | -13.6% | +1.6% | -15.2% | -14.7% |
| 3M | -0.9% | -2.0% | +1.0% | -1.6% |
| 6M | +75.2% | -36.2% | +111.4% | +91.5% |
| YTD | +65.7% | -39.6% | +105.2% | +81.8% |
| 1Y | +60.4% | -50.7% | +111.1% | +79.9% |
| 3Y | +130.7% | -58.9% | +189.5% | +145.8% |
| 5Y | +59.9% | -5.4% | +65.3% | +17.1% |
| All | +499.9% | +2,165.6% | -1,665.7% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling