-12.6%
CELH vs VFC
-79.4%
+66.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.3% |
| 7D | -15.8% | -3.3% | -12.5% | -15.1% |
| 30D | -5.2% | -14.0% | +8.8% | -1.8% |
| 3M | -6.1% | -22.6% | +16.4% | -0.8% |
| 6M | -40.9% | -24.7% | -16.1% | -37.3% |
| YTD | -41.8% | -29.0% | -12.8% | -37.8% |
| 1Y | -52.6% | -13.8% | -38.9% | -51.9% |
| 3Y | -60.4% | -28.2% | -32.1% | -62.3% |
| 5Y | -12.6% | -79.0% | +66.4% | +77.9% |
| All | -12.6% | -79.4% | +66.8% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling