-55.2%
CELH vs VT
+77.9%
-133.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.0% | +0.4% | -7.5% | -7.5% |
| 30D | +5.2% | +1.0% | +4.2% | +4.2% |
| 3M | +10.5% | +2.4% | +8.1% | +7.5% |
| 6M | -32.7% | +12.0% | -44.7% | -41.6% |
| YTD | -33.0% | +15.3% | -48.3% | -43.9% |
| 1Y | -49.5% | +22.6% | -72.1% | -60.6% |
| All | -55.2% | +77.9% | -133.1% | -80.3% |
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