+4,242.0%
CELH vs COO
+41.1%
+4,200.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.3% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | +19.3% | +14.2% | +5.2% | +10.7% |
| 3M | +12.6% | -18.2% | +30.9% | +24.8% |
| 6M | +16.4% | +5.3% | +11.0% | +11.4% |
| YTD | -29.1% | -23.6% | -5.6% | -19.0% |
| 1Y | -26.3% | -12.7% | -13.7% | -22.4% |
| 3Y | -40.1% | -24.2% | -15.9% | -36.4% |
| 5Y | +16.7% | -40.0% | +56.7% | +46.0% |
| All | +4,242.0% | +41.1% | +4,200.9% | +4,388.3% |
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