+3,733.8%
CELH vs VO
+200.3%
+3,533.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.2% |
| 7D | -11.2% | -1.5% | -9.7% | -9.3% |
| 30D | -1.4% | -3.0% | +1.6% | +2.7% |
| 3M | -4.2% | +2.8% | -7.0% | -7.2% |
| 6M | -40.5% | +10.9% | -51.4% | -48.0% |
| YTD | -40.5% | +12.5% | -52.9% | -49.0% |
| 1Y | -53.0% | +12.0% | -65.0% | -59.3% |
| 3Y | -59.1% | +56.3% | -115.3% | -77.3% |
| 5Y | -10.7% | +42.9% | -53.7% | -40.1% |
| All | +3,733.8% | +200.3% | +3,533.5% | +1,585.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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