-59.1%
CELH vs VO
+55.8%
-114.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.3% |
| 7D | -11.2% | -1.5% | -9.7% | -9.6% |
| 30D | -1.4% | -3.0% | +1.6% | +2.1% |
| 3M | -4.2% | +2.8% | -7.0% | -6.7% |
| 6M | -40.5% | +10.9% | -51.4% | -47.0% |
| YTD | -40.5% | +12.5% | -52.9% | -47.9% |
| 1Y | -53.0% | +12.0% | -65.0% | -58.5% |
| 3Y | -59.1% | +56.3% | -115.3% | -76.3% |
| All | -59.1% | +55.8% | -114.9% | -76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling