+121.7%
CELH vs VSH
+291.7%
-170.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | -3.8% | +6.2% | -10.0% | -5.2% |
| 30D | +6.4% | -11.1% | +17.6% | +9.0% |
| 3M | +5.6% | -44.9% | +50.5% | +18.5% |
| 6M | -31.1% | +90.0% | -121.1% | -45.5% |
| YTD | -35.4% | +118.8% | -154.2% | -51.1% |
| 1Y | -46.9% | +109.0% | -155.9% | -59.3% |
| 3Y | -56.0% | +35.6% | -91.7% | -63.7% |
| 5Y | +1.2% | +66.7% | -65.5% | -19.8% |
| 10Y | +4,043.9% | +167.9% | +3,876.0% | +2,951.0% |
| All | +121.7% | +291.7% | -170.0% | +237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling