-100.0%
DFNS vs CELH
-43.7%
-56.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -4.7% |
| 7D | -6.0% | +0.8% | -6.8% | -5.8% |
| 30D | -71.2% | +19.3% | -90.5% | -68.3% |
| 3M | -94.5% | +12.6% | -107.2% | -94.0% |
| 6M | -96.5% | +16.4% | -112.9% | -96.0% |
| YTD | -99.6% | -29.1% | -70.5% | -99.7% |
| 1Y | -99.7% | -26.3% | -73.4% | -99.7% |
| 3Y | -100.0% | -40.1% | -59.9% | -100.0% |
| All | -100.0% | -43.7% | -56.3% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling