+273.2%
DIS vs CELH
+283.2%
-10.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.7% |
| 7D | -2.6% | -7.0% | +4.5% | -2.4% |
| 30D | +3.5% | +5.2% | -1.7% | +3.3% |
| 3M | +6.8% | +10.5% | -3.7% | +6.4% |
| 6M | +3.0% | -32.7% | +35.7% | +3.7% |
| YTD | -6.7% | -33.0% | +26.2% | -6.1% |
| 1Y | -10.1% | -49.5% | +39.5% | -9.0% |
| 3Y | +33.0% | -52.6% | +85.7% | +33.8% |
| 5Y | -40.0% | +5.2% | -45.2% | -41.1% |
| 10Y | +21.1% | +4,178.1% | -4,157.1% | +10.8% |
| All | +273.2% | +283.2% | -10.0% | +201.2% |
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