+4,476.1%
CELH vs VT
+222.7%
+4,253.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.0% | +0.4% | -7.5% | -7.6% |
| 30D | +5.2% | +1.0% | +4.2% | +4.0% |
| 3M | +10.5% | +2.4% | +8.1% | +6.6% |
| 6M | -32.7% | +12.0% | -44.7% | -42.9% |
| YTD | -33.0% | +15.3% | -48.3% | -45.5% |
| 1Y | -49.5% | +22.6% | -72.1% | -62.1% |
| 3Y | -52.6% | +74.7% | -127.3% | -78.4% |
| 5Y | +5.2% | +66.1% | -60.9% | -45.5% |
| All | +4,476.1% | +222.7% | +4,253.4% | +1,466.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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