+117.4%
COIN vs CELH
-60.2%
+177.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.2% |
| 7D | -5.1% | -11.2% | +6.1% | -2.2% |
| 30D | +17.6% | -1.4% | +19.0% | +17.8% |
| 3M | +9.2% | -4.2% | +13.4% | +9.3% |
| 6M | -11.8% | -40.5% | +28.7% | -1.5% |
| YTD | -22.5% | -40.5% | +18.0% | -14.0% |
| 1Y | -45.9% | -53.0% | +7.1% | -37.0% |
| 3Y | +117.4% | -59.1% | +176.4% | +161.1% |
| All | +117.4% | -60.2% | +177.6% | +161.1% |
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