+445.1%
COP vs CELH
+269.5%
+175.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.7% |
| 7D | -0.8% | -3.8% | +2.9% | -0.8% |
| 30D | +15.6% | +6.4% | +9.1% | +15.4% |
| 3M | +14.3% | +5.6% | +8.8% | +14.0% |
| 6M | +17.0% | -31.1% | +48.1% | +17.7% |
| YTD | +47.4% | -35.4% | +82.8% | +48.5% |
| 1Y | +52.4% | -46.9% | +99.3% | +54.0% |
| 3Y | +20.8% | -56.0% | +76.8% | +21.6% |
| 5Y | +191.7% | +1.2% | +190.4% | +183.9% |
| 10Y | +325.1% | +4,043.9% | -3,718.9% | +271.7% |
| All | +445.1% | +269.5% | +175.6% | +271.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling