-59.1%
CELH vs VEA
+75.8%
-134.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.2% |
| 7D | -11.2% | -1.5% | -9.8% | -9.9% |
| 30D | -1.4% | -0.8% | -0.6% | -0.6% |
| 3M | -4.2% | +2.5% | -6.6% | -6.1% |
| 6M | -40.5% | +11.1% | -51.6% | -47.0% |
| YTD | -40.5% | +17.2% | -57.7% | -50.0% |
| 1Y | -53.0% | +24.5% | -77.5% | -62.9% |
| 3Y | -59.1% | +75.4% | -134.5% | -79.2% |
| All | -59.1% | +75.8% | -134.8% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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