+542.0%
CSCO vs CELH
+283.2%
+258.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.6% |
| 7D | -0.7% | -7.0% | +6.4% | -0.5% |
| 30D | -10.1% | +5.2% | -15.3% | -10.3% |
| 3M | -15.7% | +10.5% | -26.2% | -16.0% |
| 6M | +36.3% | -32.7% | +69.0% | +37.1% |
| YTD | +43.8% | -33.0% | +76.8% | +44.7% |
| 1Y | +63.9% | -49.5% | +113.5% | +65.7% |
| 3Y | +104.4% | -52.6% | +157.0% | +105.3% |
| 5Y | +111.4% | +5.2% | +106.1% | +106.9% |
| 10Y | +361.7% | +4,178.1% | -3,816.5% | +314.9% |
| All | +542.0% | +283.2% | +258.7% | +402.8% |
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