+107.3%
CELH vs VMC
+224.9%
-117.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.2% | -5.6% |
| 7D | -11.7% | -5.3% | -6.3% | -10.3% |
| 30D | +1.6% | -12.3% | +13.8% | +5.5% |
| 3M | -2.0% | -10.3% | +8.3% | +1.2% |
| 6M | -36.2% | -8.6% | -27.6% | -34.6% |
| YTD | -39.6% | -11.9% | -27.7% | -37.5% |
| 1Y | -50.7% | -13.9% | -36.8% | -48.7% |
| 3Y | -58.9% | +18.2% | -77.0% | -60.9% |
| 5Y | -5.4% | +47.7% | -53.1% | -13.8% |
| 10Y | +3,848.6% | +152.5% | +3,696.1% | +3,037.6% |
| All | +107.3% | +224.9% | -117.6% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling