+3,733.8%
CELH vs VIVK
-100.0%
+3,833.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.4% | +9.6% | +2.3% |
| 7D | -11.2% | -4.4% | -6.8% | -11.2% |
| 30D | -1.4% | -40.8% | +39.4% | -0.8% |
| 3M | -4.2% | -94.1% | +90.0% | -0.9% |
| 6M | -40.5% | -98.2% | +57.7% | -37.8% |
| YTD | -40.5% | -98.0% | +57.5% | -38.6% |
| 1Y | -53.0% | -100.0% | +47.0% | -48.8% |
| 3Y | -59.1% | -100.0% | +40.9% | -55.9% |
| 5Y | -10.7% | -100.0% | +89.3% | -3.6% |
| All | +3,733.8% | -100.0% | +3,833.8% | +3,270.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling