-16.2%
CDNS vs CELH
-50.1%
+33.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.9% |
| 7D | -14.0% | -7.0% | -7.0% | -13.9% |
| 30D | -13.2% | +5.2% | -18.3% | -13.4% |
| 3M | -28.9% | +10.5% | -39.4% | -29.2% |
| 6M | -4.2% | -32.7% | +28.6% | -2.8% |
| YTD | -6.4% | -33.0% | +26.6% | -5.4% |
| 1Y | -16.2% | -49.5% | +33.3% | -13.8% |
| All | -16.2% | -50.1% | +33.9% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling