-12.6%
CELH vs COR
+179.1%
-191.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.5% |
| 7D | -15.8% | -4.8% | -10.9% | -14.9% |
| 30D | -5.2% | -3.7% | -1.5% | -4.5% |
| 3M | -6.1% | +14.3% | -20.5% | -9.0% |
| 6M | -40.9% | -8.5% | -32.4% | -39.9% |
| YTD | -41.8% | -4.4% | -37.4% | -41.6% |
| 1Y | -52.6% | +9.1% | -61.8% | -54.6% |
| 3Y | -60.4% | +85.2% | -145.6% | -70.5% |
| 5Y | -12.6% | +180.7% | -193.3% | -49.0% |
| All | -12.6% | +179.1% | -191.7% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling