+22.7%
DIS vs CELH
+3,704.3%
-3,681.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.2% | +1.9% |
| 7D | -1.3% | -15.8% | +14.5% | +0.2% |
| 30D | +2.2% | -5.2% | +7.4% | +2.6% |
| 3M | +8.1% | -6.1% | +14.3% | +8.1% |
| 6M | +5.2% | -40.9% | +46.1% | +9.3% |
| YTD | -6.3% | -41.8% | +35.5% | -2.7% |
| 1Y | -7.3% | -52.6% | +45.3% | -2.6% |
| 3Y | +33.8% | -60.4% | +94.2% | +38.7% |
| 5Y | -40.7% | -12.6% | -28.1% | -45.1% |
| All | +22.7% | +3,704.3% | -3,681.6% | -8.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling