-12.6%
CELH vs VSH
+64.5%
-77.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.7% | -3.4% |
| 7D | -15.8% | +3.1% | -18.8% | -16.6% |
| 30D | -5.2% | -5.7% | +0.5% | -4.0% |
| 3M | -6.1% | -42.5% | +36.3% | +8.3% |
| 6M | -40.9% | +82.7% | -123.5% | -61.1% |
| YTD | -41.8% | +118.2% | -160.0% | -65.6% |
| 1Y | -52.6% | +109.7% | -162.3% | -71.6% |
| 3Y | -60.4% | +35.3% | -95.7% | -70.4% |
| 5Y | -12.6% | +65.6% | -78.2% | -50.0% |
| All | -12.6% | +64.5% | -77.1% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling