+324.0%
DIS vs CELH
+313.0%
+11.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.4% |
| 7D | +0.6% | +7.4% | -6.9% | +0.4% |
| 30D | +10.3% | +16.4% | -6.1% | +9.9% |
| 3M | +15.6% | +17.6% | -2.1% | +15.1% |
| 6M | +15.1% | +7.8% | +7.3% | +14.7% |
| YTD | +6.0% | -27.8% | +33.7% | +6.5% |
| 1Y | +5.7% | -24.4% | +30.1% | +6.1% |
| 3Y | +39.8% | -42.5% | +82.3% | +40.0% |
| 5Y | -23.9% | +1.4% | -25.3% | -25.3% |
| 10Y | +32.9% | +4,553.5% | -4,520.6% | +21.5% |
| All | +324.0% | +313.0% | +11.0% | +241.5% |
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