+830.2%
COHR vs CELH
-60.2%
+890.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +1.9% | +4.0% |
| 7D | +8.3% | -11.2% | +19.6% | +9.5% |
| 30D | -14.1% | -1.4% | -12.7% | -14.3% |
| 3M | -16.0% | -4.2% | -11.9% | -16.7% |
| 6M | +21.5% | -40.5% | +61.9% | +27.2% |
| YTD | +65.4% | -40.5% | +105.9% | +72.2% |
| 1Y | +195.0% | -53.0% | +248.0% | +212.1% |
| 3Y | +830.2% | -59.1% | +889.2% | +846.3% |
| All | +830.2% | -60.2% | +890.4% | +846.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling