+62.0%
CSCO vs CELH
-53.9%
+115.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.8% | -1.8% |
| 7D | -1.1% | -15.8% | +14.7% | -0.9% |
| 30D | -10.8% | -5.2% | -5.6% | -10.8% |
| 3M | -9.2% | -6.1% | -3.1% | -9.4% |
| 6M | +39.5% | -40.9% | +80.4% | +41.7% |
| YTD | +41.5% | -41.8% | +83.3% | +42.7% |
| All | +62.0% | -53.9% | +115.9% | +66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling