+130.0%
CELH vs COO
+518.7%
-388.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.5% |
| 7D | -7.0% | -2.2% | -4.8% | -6.3% |
| 30D | +5.2% | -7.0% | +12.2% | +8.1% |
| 3M | +10.5% | +12.2% | -1.7% | +6.1% |
| 6M | -32.7% | -15.1% | -17.6% | -29.0% |
| YTD | -33.0% | -15.1% | -17.9% | -29.3% |
| 1Y | -49.5% | +2.3% | -51.9% | -50.4% |
| 3Y | -52.6% | -23.7% | -29.0% | -49.8% |
| 5Y | +5.2% | -38.9% | +44.1% | +20.8% |
| 10Y | +4,178.1% | +49.9% | +4,128.2% | +3,883.1% |
| All | +130.0% | +518.7% | -388.7% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling