+4,521.4%
DELL vs CELH
+3,581.6%
+939.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.7% | -1.7% | -5.0% |
| 7D | -1.9% | -15.8% | +13.9% | -0.4% |
| 30D | +14.9% | -5.2% | +20.1% | +15.2% |
| 3M | +37.2% | -6.1% | +43.3% | +37.1% |
| 6M | +254.0% | -40.9% | +294.8% | +267.2% |
| YTD | +306.1% | -41.8% | +347.9% | +320.4% |
| 1Y | +312.3% | -52.6% | +364.9% | +333.2% |
| 3Y | +654.0% | -60.4% | +714.4% | +678.5% |
| 5Y | +1,055.3% | -12.6% | +1,068.0% | +959.3% |
| 10Y | +3,948.9% | +3,704.3% | +244.6% | +2,559.2% |
| All | +4,521.4% | +3,581.6% | +939.9% | +2,941.0% |
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