-45.5%
CELH vs VT
+69.7%
-115.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.8% | +6.8% |
| 7D | +10.4% | -2.3% | +12.8% | +13.0% |
| 30D | +19.5% | -5.0% | +24.4% | +25.7% |
| 3M | +35.3% | -4.9% | +40.2% | +42.4% |
| 6M | -2.0% | -1.5% | -0.4% | -1.2% |
| YTD | -29.7% | +8.5% | -38.2% | -36.8% |
| 1Y | -28.6% | +11.4% | -40.0% | -37.6% |
| 3Y | -45.5% | +70.1% | -115.5% | -70.6% |
| All | -45.5% | +69.7% | -115.2% | -70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling