-53.0%
CELH vs COPX
+73.7%
-126.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -11.2% | -2.3% | -8.9% | -10.9% |
| 30D | -1.4% | +0.3% | -1.7% | -1.5% |
| 3M | -4.2% | +6.8% | -11.0% | -5.3% |
| 6M | -40.5% | +7.9% | -48.4% | -42.1% |
| YTD | -40.5% | +23.7% | -64.2% | -45.5% |
| 1Y | -53.0% | +71.5% | -124.5% | -62.4% |
| All | -53.0% | +73.7% | -126.7% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling