-49.9%
CELH vs CGNX
+19.2%
-69.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.5% | +8.2% | -1.4% |
| 7D | +6.7% | -19.5% | +26.1% | +8.5% |
| 30D | +10.1% | -28.4% | +38.5% | +13.1% |
| 3M | +3.1% | -32.7% | +35.8% | +6.9% |
| 6M | -10.4% | -19.0% | +8.7% | -9.5% |
| YTD | -34.3% | +32.6% | -66.9% | -43.1% |
| 1Y | -49.9% | +18.0% | -67.9% | -51.0% |
| All | -49.9% | +19.2% | -69.1% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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