+81.6%
KO vs CELH
-12.7%
+94.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.5% |
| 7D | -1.1% | -15.8% | +14.7% | -0.3% |
| 30D | +1.6% | -5.2% | +6.8% | +1.8% |
| 3M | +5.8% | -6.1% | +11.9% | +5.8% |
| 6M | +14.3% | -40.9% | +55.1% | +16.7% |
| YTD | +27.3% | -41.8% | +69.1% | +30.0% |
| 1Y | +33.2% | -52.6% | +85.8% | +36.8% |
| 3Y | +64.5% | -60.4% | +124.8% | +66.7% |
| All | +81.6% | -12.7% | +94.4% | +69.3% |
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