-98.3%
DFNS vs CELH
-50.1%
-48.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.5% |
| 7D | -16.0% | -7.0% | -9.0% | -14.2% |
| 30D | -77.7% | +5.2% | -82.9% | -79.0% |
| 3M | -77.2% | +10.5% | -87.7% | -79.4% |
| 6M | -95.2% | -32.7% | -62.5% | -94.8% |
| YTD | -98.0% | -33.0% | -65.0% | -97.9% |
| 1Y | -98.3% | -49.5% | -48.7% | -97.8% |
| All | -98.3% | -50.1% | -48.1% | -97.8% |
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 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