+130.0%
CELH vs OVV
-16.9%
+146.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.6% |
| 7D | -7.0% | +0.3% | -7.3% | -7.1% |
| 30D | +5.2% | +11.7% | -6.6% | +2.3% |
| 3M | +10.5% | +9.8% | +0.7% | +7.3% |
| 6M | -32.7% | +26.6% | -59.3% | -37.2% |
| YTD | -33.0% | +67.0% | -100.0% | -41.4% |
| 1Y | -49.5% | +55.9% | -105.5% | -55.5% |
| 3Y | -52.6% | +45.5% | -98.1% | -58.6% |
| 5Y | +5.2% | +157.3% | -152.1% | -21.7% |
| 10Y | +4,178.1% | +65.0% | +4,113.1% | +2,523.9% |
| All | +130.0% | -16.9% | +146.8% | +169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling