+20.7%
DVN vs CELH
+232.9%
-212.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +2.2% |
| 7D | +2.5% | -15.8% | +18.3% | +3.1% |
| 30D | +10.2% | -5.2% | +15.4% | +10.3% |
| 3M | +8.1% | -6.1% | +14.2% | +8.0% |
| 6M | +15.9% | -40.9% | +56.7% | +17.4% |
| YTD | +38.2% | -41.8% | +80.0% | +40.0% |
| 1Y | +44.5% | -52.6% | +97.1% | +47.0% |
| 3Y | +5.1% | -60.4% | +65.5% | +6.5% |
| 5Y | +124.3% | -12.6% | +137.0% | +118.4% |
| 10Y | +65.9% | +3,704.3% | -3,638.4% | +42.1% |
| All | +20.7% | +232.9% | -212.1% | -24.3% |
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