+414.3%
DUK vs CELH
+232.9%
+181.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.8% |
| 7D | -1.7% | -15.8% | +14.1% | -1.4% |
| 30D | -2.2% | -5.2% | +2.9% | -2.2% |
| 3M | -3.7% | -6.1% | +2.4% | -3.7% |
| 6M | -6.3% | -40.9% | +34.5% | -5.7% |
| YTD | +4.5% | -41.8% | +46.3% | +5.2% |
| 1Y | +1.8% | -52.6% | +54.5% | +2.7% |
| 3Y | +46.8% | -60.4% | +107.2% | +47.6% |
| 5Y | +40.2% | -12.6% | +52.9% | +38.3% |
| 10Y | +129.8% | +3,704.3% | -3,574.5% | +111.3% |
| All | +414.3% | +232.9% | +181.5% | +303.5% |
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