-59.9%
CELH vs CCEP
+82.6%
-142.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.7% | -3.2% |
| 7D | -15.8% | -5.7% | -10.0% | -13.0% |
| 30D | -5.2% | -3.4% | -1.8% | -3.3% |
| 3M | -6.1% | +5.5% | -11.6% | -8.1% |
| 6M | -40.9% | +2.2% | -43.1% | -41.2% |
| YTD | -41.8% | +14.6% | -56.4% | -44.9% |
| 1Y | -52.6% | +18.9% | -71.6% | -56.1% |
| All | -59.9% | +82.6% | -142.5% | -72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling