-5.4%
CELH vs COO
-44.2%
+38.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.2% | -0.3% | -2.7% |
| 7D | -11.7% | -9.0% | -2.7% | -6.4% |
| 30D | +1.6% | -16.8% | +18.4% | +13.6% |
| 3M | -2.0% | -7.5% | +5.5% | +2.8% |
| 6M | -36.2% | -16.3% | -19.9% | -29.2% |
| YTD | -39.6% | -22.5% | -17.0% | -29.8% |
| 1Y | -50.7% | -7.0% | -43.7% | -49.7% |
| 3Y | -58.9% | -27.5% | -31.4% | -55.2% |
| 5Y | -5.4% | -43.3% | +37.9% | +53.8% |
| All | -5.4% | -44.2% | +38.8% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling