+184.8%
COP vs CELH
-10.8%
+195.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.1% |
| 7D | +2.3% | -11.2% | +13.5% | +2.8% |
| 30D | +8.6% | -1.4% | +10.1% | +8.6% |
| 3M | +19.9% | -4.2% | +24.0% | +19.6% |
| 6M | +19.0% | -40.5% | +59.5% | +21.4% |
| YTD | +50.0% | -40.5% | +90.4% | +52.6% |
| 1Y | +50.5% | -53.0% | +103.5% | +54.8% |
| 3Y | +25.2% | -59.1% | +84.3% | +27.1% |
| All | +184.8% | -10.8% | +195.6% | +173.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling