+3,733.8%
CELH vs CCEP
+236.1%
+3,497.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | -11.2% | -2.8% | -8.4% | -9.7% |
| 30D | -1.4% | -4.0% | +2.6% | +0.9% |
| 3M | -4.2% | +5.2% | -9.4% | -6.4% |
| 6M | -40.5% | +2.7% | -43.2% | -41.3% |
| YTD | -40.5% | +14.5% | -55.0% | -44.7% |
| 1Y | -53.0% | +17.2% | -70.2% | -57.1% |
| 3Y | -59.1% | +79.3% | -138.4% | -70.8% |
| 5Y | -10.7% | +106.8% | -117.5% | -41.2% |
| All | +3,733.8% | +236.1% | +3,497.7% | +2,123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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