+379.9%
CSCO vs CELH
+3,788.6%
-3,408.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.1% | +4.2% |
| 7D | +2.7% | -11.2% | +13.9% | +3.4% |
| 30D | -9.5% | -1.4% | -8.0% | -9.5% |
| 3M | -7.6% | -4.2% | -3.5% | -7.8% |
| 6M | +44.9% | -40.5% | +85.4% | +48.7% |
| YTD | +47.7% | -40.5% | +88.2% | +51.2% |
| 1Y | +69.1% | -53.0% | +122.1% | +75.1% |
| 3Y | +113.5% | -59.1% | +172.6% | +118.3% |
| 5Y | +122.8% | -10.7% | +133.5% | +108.9% |
| All | +379.9% | +3,788.6% | -3,408.6% | +234.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling