-59.1%
CELH vs VRSK
-26.5%
-32.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -11.2% | -5.2% | -6.1% | -10.3% |
| 30D | -1.4% | -2.3% | +0.9% | -1.1% |
| 3M | -4.2% | -2.9% | -1.2% | -3.8% |
| 6M | -40.5% | -12.8% | -27.7% | -39.2% |
| YTD | -40.5% | -20.8% | -19.7% | -38.2% |
| 1Y | -53.0% | -33.2% | -19.8% | -49.1% |
| 3Y | -59.1% | -26.6% | -32.5% | -57.2% |
| All | -59.1% | -26.5% | -32.6% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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