-6.1%
CELH vs VIG
+63.0%
-69.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.0% |
| 7D | -11.2% | -1.1% | -10.1% | -9.5% |
| 30D | -1.4% | -2.7% | +1.3% | +3.6% |
| 3M | -4.2% | +2.5% | -6.7% | -7.8% |
| 6M | -40.5% | +9.2% | -49.7% | -48.7% |
| YTD | -40.5% | +9.8% | -50.3% | -49.4% |
| 1Y | -53.0% | +12.4% | -65.4% | -61.4% |
| 3Y | -59.1% | +55.9% | -114.9% | -82.5% |
| All | -6.1% | +63.0% | -69.1% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling