+1,668.8%
CELH vs VCIT
+98.3%
+1,570.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.4% |
| 3M | +10.5% | -1.0% | +11.5% | +12.2% |
| 6M | -32.7% | -1.8% | -30.9% | -30.9% |
| YTD | -33.0% | -0.7% | -32.3% | -32.2% |
| 1Y | -49.5% | +1.0% | -50.5% | -50.1% |
| 3Y | -52.6% | +18.8% | -71.5% | -61.9% |
| 5Y | +5.2% | +3.5% | +1.7% | -2.9% |
| 10Y | +4,178.1% | +29.2% | +4,148.9% | +3,233.1% |
| All | +1,668.8% | +98.3% | +1,570.6% | +1,665.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling