-99.9%
DFNS vs CELH
+524.5%
-624.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -1.4% |
| 7D | +0.8% | -3.8% | +4.6% | +0.1% |
| 30D | -73.2% | +6.4% | -79.7% | -72.6% |
| 3M | -72.4% | +5.6% | -78.0% | -71.6% |
| 6M | -95.2% | -31.1% | -64.1% | -95.5% |
| YTD | -98.0% | -35.4% | -62.6% | -98.1% |
| 1Y | -98.3% | -46.9% | -51.4% | -98.4% |
| 3Y | -99.9% | -56.0% | -43.9% | -99.9% |
| 5Y | -99.9% | +1.2% | -101.1% | -99.8% |
| All | -99.9% | +524.5% | -624.4% | -99.8% |
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 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