+3,650.7%
CELH vs COO
+17.5%
+3,633.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.7% | +11.0% | +4.3% |
| 7D | -15.8% | -23.3% | +7.6% | -3.2% |
| 30D | -5.2% | -29.5% | +24.3% | +14.0% |
| 3M | -6.1% | -20.0% | +13.8% | +5.3% |
| 6M | -40.9% | -27.2% | -13.7% | -30.4% |
| YTD | -41.8% | -33.9% | -7.9% | -27.9% |
| 1Y | -52.6% | -19.9% | -32.7% | -47.9% |
| 3Y | -60.4% | -38.1% | -22.3% | -52.5% |
| 5Y | -12.6% | -52.0% | +39.3% | +22.3% |
| All | +3,650.7% | +17.5% | +3,633.2% | +4,284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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