-99.9%
DFNS vs CELH
-10.8%
-89.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.8% | -2.0% |
| 7D | -6.3% | -11.2% | +4.9% | -9.1% |
| 30D | -74.0% | -1.4% | -72.5% | -73.7% |
| 3M | -70.1% | -4.2% | -66.0% | -69.6% |
| 6M | -93.9% | -40.5% | -53.4% | -94.6% |
| YTD | -98.1% | -40.5% | -57.6% | -98.3% |
| 1Y | -98.3% | -53.0% | -45.3% | -98.6% |
| 3Y | -99.9% | -59.1% | -40.8% | -99.9% |
| All | -99.9% | -10.8% | -89.1% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling