+99.7%
CELH vs VIAV
+277.4%
-177.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.9% | -2.6% |
| 7D | -15.8% | +11.2% | -27.0% | -18.1% |
| 30D | -5.2% | -2.6% | -2.6% | -5.6% |
| 3M | -6.1% | -20.1% | +14.0% | -4.4% |
| 6M | -40.9% | +25.8% | -66.7% | -48.2% |
| YTD | -41.8% | +109.9% | -151.7% | -56.7% |
| 1Y | -52.6% | +214.3% | -266.9% | -69.0% |
| 3Y | -60.4% | +281.6% | -342.0% | -76.3% |
| 5Y | -12.6% | +132.6% | -145.2% | -39.6% |
| 10Y | +3,704.3% | +396.7% | +3,307.6% | +2,068.3% |
| All | +99.7% | +277.4% | -177.7% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling