+375.5%
CELH vs VEA
+163.7%
+211.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.4% | -2.7% |
| 7D | -15.8% | -2.1% | -13.7% | -14.4% |
| 30D | -5.2% | -1.1% | -4.1% | -4.4% |
| 3M | -6.1% | +5.1% | -11.2% | -9.5% |
| 6M | -40.9% | +9.8% | -50.6% | -45.3% |
| YTD | -41.8% | +15.9% | -57.7% | -48.2% |
| 1Y | -52.6% | +24.6% | -77.2% | -60.0% |
| 3Y | -60.4% | +75.5% | -135.9% | -73.9% |
| 5Y | -12.6% | +59.4% | -72.0% | -36.4% |
| 10Y | +3,704.3% | +160.3% | +3,544.0% | +2,027.5% |
| All | +375.5% | +163.7% | +211.9% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling