+22.2%
CTSH vs CELH
+3,788.6%
-3,766.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.7% |
| 7D | -3.7% | -11.2% | +7.5% | -2.6% |
| 30D | +3.7% | -1.4% | +5.1% | +3.8% |
| 3M | +17.9% | -4.2% | +22.1% | +17.8% |
| 6M | -2.6% | -40.5% | +37.8% | +1.5% |
| YTD | -26.4% | -40.5% | +14.1% | -23.4% |
| 1Y | -13.0% | -53.0% | +40.0% | -8.0% |
| 3Y | -11.2% | -59.1% | +47.9% | -7.8% |
| 5Y | -14.3% | -10.7% | -3.6% | -22.5% |
| All | +22.2% | +3,788.6% | -3,766.4% | -24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling