+261.3%
COF vs CELH
+232.9%
+28.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.7% |
| 7D | -6.1% | -15.8% | +9.7% | -5.6% |
| 30D | -5.2% | -5.2% | 0.0% | -5.0% |
| 3M | +17.0% | -6.1% | +23.1% | +17.0% |
| 6M | +12.9% | -40.9% | +53.8% | +14.3% |
| YTD | -13.5% | -41.8% | +28.2% | -12.5% |
| 1Y | -5.9% | -52.6% | +46.8% | -4.4% |
| 3Y | +117.1% | -60.4% | +177.5% | +119.6% |
| 5Y | +45.4% | -12.6% | +58.0% | +42.7% |
| 10Y | +244.1% | +3,704.3% | -3,460.2% | +210.5% |
| All | +261.3% | +232.9% | +28.5% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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