+121.7%
CELH vs CCEP
+1,537.8%
-1,416.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.8% |
| 7D | -3.8% | -1.0% | -2.8% | -3.4% |
| 30D | +6.4% | -1.6% | +8.1% | +7.1% |
| 3M | +5.6% | +11.9% | -6.3% | +1.8% |
| 6M | -31.1% | +7.5% | -38.6% | -32.7% |
| YTD | -35.4% | +18.7% | -54.1% | -39.0% |
| 1Y | -46.9% | +21.4% | -68.3% | -50.4% |
| 3Y | -56.0% | +89.1% | -145.1% | -64.8% |
| 5Y | +1.2% | +108.7% | -107.5% | -21.1% |
| 10Y | +4,043.9% | +241.0% | +3,803.0% | +2,799.0% |
| All | +121.7% | +1,537.8% | -1,416.1% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling