-59.1%
CELH vs CGNX
+49.8%
-108.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +1.4% |
| 7D | -11.2% | +3.2% | -14.4% | -11.7% |
| 30D | -1.4% | +6.0% | -7.4% | -2.8% |
| 3M | -4.2% | +3.5% | -7.7% | -5.3% |
| 6M | -40.5% | +26.3% | -66.8% | -43.7% |
| YTD | -40.5% | +79.2% | -119.7% | -49.0% |
| 1Y | -53.0% | +43.8% | -96.8% | -57.5% |
| 3Y | -59.1% | +52.0% | -111.0% | -62.7% |
| All | -59.1% | +49.8% | -108.8% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling