+3,733.8%
CELH vs VCLT
+17.1%
+3,716.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -11.2% | -1.4% | -9.9% | -10.3% |
| 30D | -1.4% | -1.2% | -0.3% | -0.5% |
| 3M | -4.2% | -4.8% | +0.6% | -0.4% |
| 6M | -40.5% | -2.6% | -37.9% | -39.2% |
| YTD | -40.5% | -3.3% | -37.1% | -38.9% |
| 1Y | -53.0% | -4.8% | -48.2% | -51.3% |
| 3Y | -59.1% | +11.5% | -70.6% | -62.3% |
| 5Y | -10.7% | -17.0% | +6.3% | -4.3% |
| All | +3,733.8% | +17.1% | +3,716.7% | +3,361.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling