-6.1%
CELH vs VIAV
+139.8%
-145.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.6% |
| 7D | -11.2% | +11.2% | -22.4% | -13.0% |
| 30D | -1.4% | -10.1% | +8.7% | 0.0% |
| 3M | -4.2% | -22.9% | +18.7% | -1.4% |
| 6M | -40.5% | +28.8% | -69.2% | -49.0% |
| YTD | -40.5% | +117.5% | -157.9% | -59.3% |
| 1Y | -53.0% | +216.1% | -269.1% | -73.1% |
| 3Y | -59.1% | +292.2% | -351.3% | -80.2% |
| All | -6.1% | +139.8% | -145.9% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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