-15.5%
CTSH vs CELH
-53.9%
+38.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.6% |
| 7D | -9.8% | -15.8% | +6.0% | -8.1% |
| 30D | +0.1% | -5.2% | +5.3% | +0.6% |
| 3M | +13.2% | -6.1% | +19.4% | +13.2% |
| 6M | -6.2% | -40.9% | +34.7% | -2.3% |
| YTD | -28.5% | -41.8% | +13.3% | -25.4% |
| All | -15.5% | -53.9% | +38.5% | -10.1% |
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