-6.1%
CELH vs VALE
+40.3%
-46.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -11.2% | -0.3% | -11.0% | -11.2% |
| 30D | -1.4% | +8.6% | -10.1% | -4.0% |
| 3M | -4.2% | +2.0% | -6.1% | -4.9% |
| 6M | -40.5% | +2.1% | -42.6% | -41.4% |
| YTD | -40.5% | +20.2% | -60.7% | -44.6% |
| 1Y | -53.0% | +55.2% | -108.2% | -59.8% |
| 3Y | -59.1% | +45.9% | -104.9% | -64.9% |
| All | -6.1% | +40.3% | -46.4% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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