+2,244.8%
COST vs CELH
+232.9%
+2,011.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.6% | 0.0% |
| 7D | -2.5% | -15.8% | +13.3% | -2.3% |
| 30D | -4.4% | -5.2% | +0.8% | -4.4% |
| 3M | -8.1% | -6.1% | -2.0% | -8.1% |
| 6M | -9.2% | -40.9% | +31.6% | -8.7% |
| YTD | +5.1% | -41.8% | +46.9% | +5.7% |
| 1Y | -5.1% | -52.6% | +47.5% | -4.4% |
| 3Y | +70.4% | -60.4% | +130.7% | +71.2% |
| 5Y | +104.7% | -12.6% | +117.3% | +102.7% |
| 10Y | +608.8% | +3,704.3% | -3,095.5% | +578.5% |
| All | +2,244.8% | +232.9% | +2,011.9% | +2,101.8% |
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 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