+20.8%
DIS vs CELH
+3,848.6%
-3,827.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.3% |
| 7D | -3.5% | -11.7% | +8.1% | -2.5% |
| 30D | +1.0% | +1.6% | -0.6% | +0.8% |
| 3M | +5.7% | -2.0% | +7.6% | +5.3% |
| 6M | +3.3% | -36.2% | +39.4% | +6.5% |
| YTD | -7.7% | -39.6% | +31.8% | -4.5% |
| 1Y | -10.0% | -50.7% | +40.7% | -5.7% |
| 3Y | +31.7% | -58.9% | +90.6% | +36.1% |
| 5Y | -42.2% | -5.4% | -36.8% | -46.8% |
| All | +20.8% | +3,848.6% | -3,827.8% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling