+19.0%
CELH vs VG
-39.3%
+58.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | -7.0% | +1.7% | -8.7% | -6.9% |
| 30D | +5.2% | +16.0% | -10.8% | +6.1% |
| 3M | +10.5% | +9.7% | +0.8% | +11.6% |
| 6M | -32.7% | +29.6% | -62.3% | -32.4% |
| YTD | -33.0% | +112.0% | -145.0% | -34.3% |
| 1Y | -49.5% | +12.8% | -62.3% | -49.2% |
| All | +19.0% | -39.3% | +58.3% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling