+107.3%
CELH vs VIG
+548.3%
-441.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.0% |
| 7D | -11.7% | -1.2% | -10.5% | -10.6% |
| 30D | +1.6% | -2.8% | +4.4% | +4.6% |
| 3M | -2.0% | +2.5% | -4.4% | -4.0% |
| 6M | -36.2% | +8.1% | -44.3% | -40.7% |
| YTD | -39.6% | +9.6% | -49.1% | -44.6% |
| 1Y | -50.7% | +14.2% | -64.8% | -56.4% |
| 3Y | -58.9% | +56.1% | -115.0% | -73.0% |
| 5Y | -5.4% | +62.8% | -68.2% | -37.0% |
| 10Y | +3,848.6% | +248.2% | +3,600.4% | +1,437.3% |
| All | +107.3% | +548.3% | -441.0% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling