-26.4%
CELH vs VG
+35.0%
-61.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -0.9% |
| 7D | +9.4% | -7.7% | +17.1% | +7.8% |
| 30D | +14.8% | -8.8% | +23.6% | +13.3% |
| 3M | +20.5% | -15.6% | +36.2% | +17.8% |
| 6M | +1.6% | +5.2% | -3.6% | +4.3% |
| YTD | -28.3% | +76.9% | -105.2% | -27.0% |
| 1Y | -26.4% | +42.5% | -68.9% | -23.6% |
| All | -26.4% | +35.0% | -61.4% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling