+3,733.8%
CELH vs OVV
+56.5%
+3,677.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -11.2% | -1.7% | -9.6% | -11.0% |
| 30D | -1.4% | +0.8% | -2.2% | -1.6% |
| 3M | -4.2% | +13.3% | -17.4% | -6.7% |
| 6M | -40.5% | +16.9% | -57.4% | -42.7% |
| YTD | -40.5% | +64.3% | -104.8% | -46.1% |
| 1Y | -53.0% | +54.2% | -107.2% | -57.2% |
| 3Y | -59.1% | +51.3% | -110.4% | -63.3% |
| 5Y | -10.7% | +154.3% | -165.0% | -27.3% |
| All | +3,733.8% | +56.5% | +3,677.3% | +2,418.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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