-59.9%
CELH vs VMC
+17.8%
-77.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -3.9% | -3.8% |
| 7D | -15.8% | -3.7% | -12.1% | -14.1% |
| 30D | -5.2% | -12.8% | +7.6% | +1.3% |
| 3M | -6.1% | -7.9% | +1.8% | -2.1% |
| 6M | -40.9% | -7.5% | -33.3% | -38.7% |
| YTD | -41.8% | -11.6% | -30.1% | -38.7% |
| 1Y | -52.6% | -14.3% | -38.4% | -49.4% |
| All | -59.9% | +17.8% | -77.7% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling