+1,044.2%
CDNS vs CELH
+3,788.6%
-2,744.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.7% | +1.3% |
| 7D | -1.1% | -11.2% | +10.1% | +0.3% |
| 30D | -10.4% | -1.4% | -9.0% | -10.4% |
| 3M | -24.6% | -4.2% | -20.4% | -24.8% |
| 6M | -1.6% | -40.5% | +38.8% | +3.7% |
| YTD | -7.4% | -40.5% | +33.1% | -2.8% |
| 1Y | -18.4% | -53.0% | +34.6% | -12.4% |
| 3Y | +19.0% | -59.1% | +78.0% | +24.5% |
| 5Y | +73.4% | -10.7% | +84.1% | +52.2% |
| All | +1,044.2% | +3,788.6% | -2,744.4% | +585.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling