-6.1%
CELH vs VICR
+57.6%
-63.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.2% | -8.9% | +0.1% |
| 7D | -11.2% | +5.0% | -16.2% | -12.1% |
| 30D | -1.4% | -12.5% | +11.0% | +0.3% |
| 3M | -4.2% | -33.6% | +29.4% | +0.5% |
| 6M | -40.5% | +10.7% | -51.1% | -46.8% |
| YTD | -40.5% | +80.6% | -121.1% | -53.2% |
| 1Y | -53.0% | +288.4% | -341.4% | -69.9% |
| 3Y | -59.1% | +213.8% | -272.8% | -74.6% |
| All | -6.1% | +57.6% | -63.7% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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