+1,111.5%
CIEN vs CELH
+269.5%
+842.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.6% | +9.9% | +6.4% |
| 7D | -5.3% | -3.8% | -1.5% | -5.2% |
| 30D | -17.2% | +6.4% | -23.7% | -17.4% |
| 3M | -26.9% | +5.6% | -32.4% | -27.2% |
| 6M | +16.0% | -31.1% | +47.1% | +16.9% |
| YTD | +45.9% | -35.4% | +81.3% | +47.2% |
| 1Y | +186.8% | -46.9% | +233.7% | +190.4% |
| 3Y | +607.8% | -56.0% | +663.8% | +614.1% |
| 5Y | +506.7% | +1.2% | +505.5% | +493.7% |
| 10Y | +1,438.7% | +4,043.9% | -2,605.2% | +1,285.1% |
| All | +1,111.5% | +269.5% | +842.0% | +825.4% |
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 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