+551.4%
DIA vs CELH
+269.5%
+281.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -1.1% |
| 7D | +0.1% | -3.8% | +3.8% | +0.1% |
| 30D | -2.1% | +6.4% | -8.5% | -2.2% |
| 3M | +4.2% | +5.6% | -1.4% | +3.9% |
| 6M | +11.9% | -31.1% | +43.0% | +12.5% |
| YTD | +10.8% | -35.4% | +46.2% | +11.5% |
| 1Y | +17.5% | -46.9% | +64.4% | +18.5% |
| 3Y | +59.9% | -56.0% | +116.0% | +60.9% |
| 5Y | +64.1% | +1.2% | +62.9% | +61.3% |
| 10Y | +246.2% | +4,043.9% | -3,797.7% | +219.0% |
| All | +551.4% | +269.5% | +281.9% | +429.8% |
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