+32.7%
KO vs CELH
-50.1%
+82.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.7% |
| 7D | -1.8% | -7.0% | +5.3% | -1.4% |
| 30D | +1.4% | +5.2% | -3.8% | +1.1% |
| 3M | +15.4% | +10.5% | +4.9% | +14.8% |
| 6M | +14.3% | -32.7% | +47.0% | +14.7% |
| YTD | +27.7% | -33.0% | +60.6% | +28.7% |
| 1Y | +32.7% | -49.5% | +82.2% | +32.5% |
| All | +32.7% | -50.1% | +82.8% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling