-10.8%
CTSH vs CELH
-50.1%
+39.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.6% | -3.3% |
| 7D | -2.7% | -7.0% | +4.3% | -2.0% |
| 30D | +12.4% | +5.2% | +7.2% | +11.2% |
| 3M | +17.4% | +10.5% | +6.9% | +15.3% |
| 6M | -3.1% | -32.7% | +29.6% | -0.4% |
| YTD | -23.6% | -33.0% | +9.4% | -21.5% |
| 1Y | -10.8% | -49.5% | +38.7% | -6.3% |
| All | -10.8% | -50.1% | +39.3% | -6.3% |
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 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