+107.3%
CELH vs COR
+1,988.7%
-1,881.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.4% |
| 7D | -11.7% | -3.9% | -7.8% | -10.7% |
| 30D | +1.6% | -0.3% | +1.9% | +1.7% |
| 3M | -2.0% | +15.9% | -17.8% | -6.4% |
| 6M | -36.2% | -10.3% | -25.9% | -34.8% |
| YTD | -39.6% | -3.7% | -35.9% | -39.7% |
| 1Y | -50.7% | +9.1% | -59.8% | -52.9% |
| 3Y | -58.9% | +86.6% | -145.4% | -67.3% |
| 5Y | -5.4% | +180.9% | -186.3% | -34.0% |
| 10Y | +3,848.6% | +407.4% | +3,441.1% | +2,156.2% |
| All | +107.3% | +1,988.7% | -1,881.4% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling