+3,733.8%
CELH vs VEEV
+556.2%
+3,177.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -11.2% | -4.6% | -6.6% | -9.3% |
| 30D | -1.4% | +8.6% | -10.1% | -6.1% |
| 3M | -4.2% | +62.4% | -66.6% | -23.9% |
| 6M | -40.5% | +40.3% | -80.7% | -50.2% |
| YTD | -40.5% | +17.5% | -58.0% | -46.6% |
| 1Y | -53.0% | -6.1% | -46.9% | -53.2% |
| 3Y | -59.1% | +16.7% | -75.7% | -64.9% |
| 5Y | -10.7% | -13.3% | +2.6% | -15.9% |
| All | +3,733.8% | +556.2% | +3,177.6% | +2,904.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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