+1,474.0%
CDNS vs CELH
+269.5%
+1,204.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -2.8% |
| 7D | -9.2% | -3.8% | -5.5% | -9.1% |
| 30D | -16.3% | +6.4% | -22.7% | -16.4% |
| 3M | -27.9% | +5.6% | -33.5% | -28.2% |
| 6M | -4.3% | -31.1% | +26.8% | -3.5% |
| YTD | -9.1% | -35.4% | +26.3% | -8.3% |
| 1Y | -21.2% | -46.9% | +25.7% | -20.2% |
| 3Y | +19.4% | -56.0% | +75.4% | +20.5% |
| 5Y | +71.6% | +1.2% | +70.4% | +67.5% |
| 10Y | +1,005.1% | +4,043.9% | -3,038.9% | +892.3% |
| All | +1,474.0% | +269.5% | +1,204.5% | +1,096.3% |
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