-59.1%
CELH vs VIG
+55.8%
-114.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.3% |
| 7D | -11.2% | -1.1% | -10.1% | -9.9% |
| 30D | -1.4% | -2.7% | +1.3% | +2.3% |
| 3M | -4.2% | +2.5% | -6.7% | -6.8% |
| 6M | -40.5% | +9.2% | -49.7% | -46.5% |
| YTD | -40.5% | +9.8% | -50.3% | -47.0% |
| 1Y | -53.0% | +12.4% | -65.4% | -59.2% |
| 3Y | -59.1% | +55.9% | -114.9% | -79.3% |
| All | -59.1% | +55.8% | -114.9% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling