+3,733.8%
CELH vs COR
+406.5%
+3,327.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -11.2% | -2.8% | -8.4% | -10.4% |
| 30D | -1.4% | +2.6% | -4.0% | -2.2% |
| 3M | -4.2% | +14.5% | -18.6% | -8.7% |
| 6M | -40.5% | -7.8% | -32.7% | -39.5% |
| YTD | -40.5% | -4.2% | -36.3% | -40.6% |
| 1Y | -53.0% | +7.0% | -60.0% | -55.1% |
| 3Y | -59.1% | +85.5% | -144.6% | -68.9% |
| 5Y | -10.7% | +181.2% | -191.9% | -42.6% |
| All | +3,733.8% | +406.5% | +3,327.3% | +1,845.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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