+121.7%
CELH vs VFC
+18.0%
+103.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.1% |
| 7D | -3.8% | +0.8% | -4.6% | -4.0% |
| 30D | +6.4% | -11.9% | +18.4% | +9.8% |
| 3M | +5.6% | -20.2% | +25.7% | +10.9% |
| 6M | -31.1% | -23.0% | -8.1% | -27.3% |
| YTD | -35.4% | -26.2% | -9.2% | -31.4% |
| 1Y | -46.9% | -13.3% | -33.5% | -46.1% |
| 3Y | -56.0% | -25.5% | -30.5% | -58.5% |
| 5Y | +1.2% | -78.1% | +79.3% | +33.2% |
| 10Y | +4,043.9% | -68.8% | +4,112.7% | +4,776.3% |
| All | +121.7% | +18.0% | +103.7% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling