+7.3%
CELH vs VG
-35.7%
+42.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.8% | -10.3% | -6.3% |
| 7D | -11.7% | +3.8% | -15.5% | -11.5% |
| 30D | +1.6% | +7.2% | -5.6% | +2.1% |
| 3M | -2.0% | +22.8% | -24.7% | -0.6% |
| 6M | -36.2% | +33.2% | -69.4% | -35.6% |
| YTD | -39.6% | +124.8% | -164.4% | -40.6% |
| 1Y | -50.7% | +15.8% | -66.5% | -50.1% |
| All | +7.3% | -35.7% | +42.9% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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