+2,094.8%
CELH vs COPX
+179.8%
+1,915.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.0% | +3.3% | -1.1% |
| 7D | -15.8% | -2.9% | -12.9% | -15.0% |
| 30D | -5.2% | 0.0% | -5.2% | -5.4% |
| 3M | -6.1% | +14.8% | -20.9% | -11.6% |
| 6M | -40.9% | +7.0% | -47.9% | -44.1% |
| YTD | -41.8% | +23.8% | -65.6% | -48.5% |
| 1Y | -52.6% | +75.7% | -128.3% | -63.7% |
| 3Y | -60.4% | +156.4% | -216.8% | -74.6% |
| 5Y | -12.6% | +167.6% | -180.2% | -45.7% |
| 10Y | +3,704.3% | +569.1% | +3,135.2% | +1,552.0% |
| All | +2,094.8% | +179.8% | +1,915.0% | +1,146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling