+40.9%
DUK vs CELH
-10.8%
+51.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | -0.7% | -11.2% | +10.6% | -0.4% |
| 30D | -2.4% | -1.4% | -1.0% | -2.4% |
| 3M | -3.0% | -4.2% | +1.2% | -3.0% |
| 6M | -6.6% | -40.5% | +33.9% | -5.8% |
| YTD | +4.6% | -40.5% | +45.0% | +5.3% |
| 1Y | +1.2% | -53.0% | +54.2% | +2.4% |
| 3Y | +45.7% | -59.1% | +104.7% | +46.4% |
| All | +40.9% | -10.8% | +51.8% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling