-99.6%
DFNS vs CELH
-47.2%
-52.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.6% | -20.9% | -18.8% |
| 7D | -27.7% | +9.9% | -37.6% | -29.2% |
| 30D | -58.0% | +11.7% | -69.7% | -59.2% |
| 3M | -94.0% | +4.1% | -98.1% | -94.3% |
| 6M | -94.6% | -8.4% | -86.2% | -94.7% |
| YTD | -99.4% | -32.8% | -66.7% | -99.4% |
| 1Y | -99.6% | -48.4% | -51.3% | -99.6% |
| All | -99.6% | -47.2% | -52.5% | -99.6% |
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 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