+3,733.8%
CELH vs VSH
+196.4%
+3,537.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.1% | -3.9% | -0.1% |
| 7D | -11.2% | +4.8% | -16.0% | -12.8% |
| 30D | -1.4% | -0.7% | -0.7% | -1.9% |
| 3M | -4.2% | -43.1% | +38.9% | +14.1% |
| 6M | -40.5% | +91.8% | -132.2% | -61.4% |
| YTD | -40.5% | +131.6% | -172.1% | -65.4% |
| 1Y | -53.0% | +118.1% | -171.1% | -72.0% |
| 3Y | -59.1% | +40.9% | -100.0% | -71.7% |
| 5Y | -10.7% | +75.8% | -86.5% | -45.2% |
| All | +3,733.8% | +196.4% | +3,537.4% | +2,189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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