-6.1%
CELH vs VCLT
-17.2%
+11.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -11.2% | -1.4% | -9.9% | -9.9% |
| 30D | -1.4% | -1.2% | -0.3% | -0.1% |
| 3M | -4.2% | -4.8% | +0.6% | +1.1% |
| 6M | -40.5% | -2.6% | -37.9% | -38.6% |
| YTD | -40.5% | -3.3% | -37.1% | -38.2% |
| 1Y | -53.0% | -4.8% | -48.2% | -50.6% |
| 3Y | -59.1% | +11.5% | -70.6% | -64.4% |
| All | -6.1% | -17.2% | +11.1% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling