-63.2%
CELH vs VIK
+221.3%
-284.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.4% | -3.4% |
| 7D | -15.8% | -1.8% | -13.9% | -15.4% |
| 30D | -5.2% | -17.3% | +12.1% | -1.3% |
| 3M | -6.1% | -5.1% | -1.1% | -5.7% |
| 6M | -40.9% | +16.2% | -57.1% | -44.0% |
| YTD | -41.8% | +17.6% | -59.4% | -45.0% |
| 1Y | -52.6% | +33.5% | -86.2% | -56.7% |
| All | -63.2% | +221.3% | -284.4% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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