+107.3%
CELH vs VALE
+199.8%
-92.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.3% |
| 7D | -11.7% | -1.8% | -9.8% | -11.3% |
| 30D | +1.6% | +6.7% | -5.1% | +0.1% |
| 3M | -2.0% | +4.9% | -6.8% | -3.1% |
| 6M | -36.2% | +3.6% | -39.8% | -37.0% |
| YTD | -39.6% | +21.9% | -61.4% | -42.6% |
| 1Y | -50.7% | +61.6% | -112.2% | -56.0% |
| 3Y | -58.9% | +52.1% | -111.0% | -63.1% |
| 5Y | -5.4% | +43.2% | -48.6% | -15.9% |
| 10Y | +3,848.6% | +521.5% | +3,327.1% | +2,375.6% |
| All | +107.3% | +199.8% | -92.5% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling