-49.5%
CELH vs CGNX
+42.4%
-91.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.3% |
| 7D | -7.0% | +3.0% | -10.0% | -7.4% |
| 30D | +5.2% | -11.8% | +17.0% | +7.1% |
| 3M | +10.5% | -3.6% | +14.1% | +10.8% |
| 6M | -32.7% | +17.4% | -50.1% | -34.6% |
| YTD | -33.0% | +73.7% | -106.7% | -40.7% |
| 1Y | -49.5% | +41.5% | -91.1% | -51.7% |
| All | -49.5% | +42.4% | -91.9% | -51.7% |
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