+3,733.8%
CELH vs VFC
-69.1%
+3,802.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.1% | +1.1% |
| 7D | -11.2% | -1.4% | -9.8% | -10.9% |
| 30D | -1.4% | -9.0% | +7.5% | +1.0% |
| 3M | -4.2% | -24.2% | +20.0% | +2.5% |
| 6M | -40.5% | -18.5% | -22.0% | -37.8% |
| YTD | -40.5% | -25.9% | -14.6% | -36.6% |
| 1Y | -53.0% | -13.0% | -40.0% | -52.4% |
| 3Y | -59.1% | -20.3% | -38.7% | -62.8% |
| 5Y | -10.7% | -78.1% | +67.4% | +29.9% |
| All | +3,733.8% | -69.1% | +3,802.9% | +4,430.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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