+104.1%
CELH vs VNQ
+163.3%
-59.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -11.2% | -1.3% | -9.9% | -10.7% |
| 30D | -1.4% | -2.6% | +1.1% | -0.3% |
| 3M | -4.2% | -2.0% | -2.1% | -3.2% |
| 6M | -40.5% | +4.3% | -44.8% | -41.4% |
| YTD | -40.5% | +9.2% | -49.7% | -42.5% |
| 1Y | -53.0% | +5.6% | -58.6% | -54.0% |
| 3Y | -59.1% | +30.8% | -89.9% | -63.2% |
| 5Y | -10.7% | +8.0% | -18.7% | -11.9% |
| 10Y | +3,788.6% | +63.7% | +3,724.9% | +3,353.0% |
| All | +104.1% | +163.3% | -59.2% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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