-16.7%
CTSH vs CELH
-9.3%
-7.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.6% |
| 7D | -9.8% | -15.8% | +6.0% | -8.3% |
| 30D | +0.1% | -5.2% | +5.3% | +0.5% |
| 3M | +13.2% | -6.1% | +19.4% | +13.3% |
| 6M | -6.2% | -40.9% | +34.7% | -2.3% |
| YTD | -28.5% | -41.8% | +13.3% | -25.5% |
| 1Y | -13.8% | -52.6% | +38.9% | -9.0% |
| 3Y | -13.7% | -60.4% | +46.7% | -9.5% |
| 5Y | -16.7% | -12.6% | -4.0% | -29.9% |
| All | -16.7% | -9.3% | -7.4% | -29.9% |
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