+44.6%
COP vs CELH
-50.1%
+94.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.2% |
| 7D | +3.0% | -7.0% | +10.0% | +2.6% |
| 30D | +17.5% | +5.2% | +12.3% | +18.0% |
| 3M | +13.4% | +10.5% | +2.9% | +14.1% |
| 6M | +17.7% | -32.7% | +50.5% | +17.8% |
| YTD | +46.6% | -33.0% | +79.6% | +45.6% |
| 1Y | +44.6% | -49.5% | +94.1% | +46.8% |
| All | +44.6% | -50.1% | +94.7% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling