+17.1%
CDNS vs CELH
-61.1%
+78.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.4% |
| 7D | -6.5% | -15.8% | +9.2% | -5.5% |
| 30D | -13.0% | -5.2% | -7.8% | -12.8% |
| 3M | -26.0% | -6.1% | -19.9% | -26.0% |
| 6M | -2.8% | -40.9% | +38.0% | +0.2% |
| YTD | -8.8% | -41.8% | +32.9% | -6.1% |
| 1Y | -15.8% | -52.6% | +36.8% | -12.3% |
| All | +17.1% | -61.1% | +78.2% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling