+117.4%
CSCO vs CELH
-5.9%
+123.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.6% |
| 7D | 0.0% | -11.7% | +11.6% | +0.7% |
| 30D | -10.7% | +1.6% | -12.3% | -10.9% |
| 3M | -8.7% | -2.0% | -6.8% | -9.1% |
| 6M | +44.9% | -36.2% | +81.1% | +48.2% |
| YTD | +44.1% | -39.6% | +83.7% | +47.5% |
| 1Y | +65.9% | -50.7% | +116.5% | +71.4% |
| 3Y | +109.0% | -58.9% | +167.9% | +114.1% |
| All | +117.4% | -5.9% | +123.3% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling