+121.7%
CELH vs VO
+491.3%
-369.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.1% |
| 7D | -3.8% | +0.6% | -4.4% | -4.3% |
| 30D | +6.4% | -1.1% | +7.5% | +7.5% |
| 3M | +5.6% | +4.5% | +1.0% | +1.8% |
| 6M | -31.1% | +11.1% | -42.2% | -37.0% |
| YTD | -35.4% | +13.5% | -48.9% | -42.0% |
| 1Y | -46.9% | +14.5% | -61.4% | -52.4% |
| 3Y | -56.0% | +58.1% | -114.1% | -69.7% |
| 5Y | +1.2% | +43.3% | -42.0% | -19.8% |
| 10Y | +4,043.9% | +193.2% | +3,850.7% | +2,093.8% |
| All | +121.7% | +491.3% | -369.6% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling