+1,494.6%
CELH vs VCLT
+102.9%
+1,391.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.4% |
| 7D | -11.7% | 0.0% | -11.7% | -11.7% |
| 30D | +1.6% | +0.1% | +1.5% | +1.6% |
| 3M | -2.0% | -2.9% | +0.9% | -0.6% |
| 6M | -36.2% | -4.0% | -32.2% | -35.0% |
| YTD | -39.6% | -2.2% | -37.3% | -38.9% |
| 1Y | -50.7% | -2.6% | -48.1% | -50.1% |
| 3Y | -58.9% | +12.3% | -71.2% | -60.7% |
| 5Y | -5.4% | -16.4% | +11.0% | -5.7% |
| 10Y | +3,848.6% | +18.1% | +3,830.5% | +3,995.5% |
| All | +1,494.6% | +102.9% | +1,391.7% | +1,586.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling