+24.9%
COP vs CELH
-61.1%
+86.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.0% | +0.4% |
| 7D | +1.0% | -15.8% | +16.7% | +1.2% |
| 30D | +9.6% | -5.2% | +14.8% | +9.6% |
| 3M | +15.0% | -6.1% | +21.2% | +14.9% |
| 6M | +21.8% | -40.9% | +62.6% | +23.2% |
| YTD | +49.6% | -41.8% | +91.4% | +51.2% |
| 1Y | +49.9% | -52.6% | +102.5% | +52.6% |
| All | +24.9% | -61.1% | +86.0% | +31.0% |
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