+606.1%
COST vs CELH
+3,788.6%
-3,182.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | +0.1% |
| 7D | -1.2% | -11.2% | +10.0% | -0.5% |
| 30D | -4.7% | -1.4% | -3.3% | -4.7% |
| 3M | -7.1% | -4.2% | -3.0% | -7.3% |
| 6M | -8.5% | -40.5% | +31.9% | -6.0% |
| YTD | +5.4% | -40.5% | +45.9% | +8.2% |
| 1Y | -5.6% | -53.0% | +47.4% | -2.0% |
| 3Y | +68.5% | -59.1% | +127.5% | +72.6% |
| 5Y | +105.2% | -10.7% | +116.0% | +91.9% |
| All | +606.1% | +3,788.6% | -3,182.5% | +388.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling