+698.9%
CELH vs VIVK
-100.0%
+798.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -3.6% |
| 7D | -15.8% | -9.5% | -6.3% | -15.8% |
| 30D | -5.2% | -35.1% | +29.9% | -5.4% |
| 3M | -6.1% | -93.4% | +87.2% | -7.2% |
| 6M | -40.9% | -98.0% | +57.1% | -41.7% |
| YTD | -41.8% | -97.9% | +56.1% | -42.4% |
| 1Y | -52.6% | -100.0% | +47.3% | -54.0% |
| 3Y | -60.4% | -100.0% | +39.6% | -61.4% |
| 5Y | -12.6% | -100.0% | +87.4% | -14.9% |
| 10Y | +3,704.3% | -100.0% | +3,804.3% | +3,847.8% |
| All | +698.9% | -100.0% | +798.9% | +1,239.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling