+113.5%
CSCO vs CELH
-60.2%
+173.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.1% | +4.3% |
| 7D | +2.7% | -11.2% | +13.9% | +3.2% |
| 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% | +48.0% |
| YTD | +47.7% | -40.5% | +88.2% | +50.4% |
| 1Y | +69.1% | -53.0% | +122.1% | +74.0% |
| 3Y | +113.5% | -59.1% | +172.6% | +121.3% |
| All | +113.5% | -60.2% | +173.7% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling