-55.2%
CELH vs VCIT
+19.6%
-74.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.0% | -0.3% | -6.7% | -6.6% |
| 30D | +5.2% | -0.8% | +5.9% | +6.5% |
| 3M | +10.5% | -1.0% | +11.5% | +12.3% |
| 6M | -32.7% | -1.8% | -30.9% | -30.9% |
| YTD | -33.0% | -0.7% | -32.3% | -32.1% |
| 1Y | -49.5% | +1.0% | -50.5% | -50.0% |
| All | -55.2% | +19.6% | -74.8% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 3y: compounded portfolio wealth divided by compounded VCIT 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…
3y analysis · Full analysis span regression · 6 months rolling