-7.2%
CELH vs VT
+53.4%
-60.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.8% | +6.7% |
| 7D | +10.4% | -2.3% | +12.8% | +14.4% |
| 30D | +19.5% | -5.0% | +24.4% | +29.0% |
| 3M | +35.3% | -4.9% | +40.2% | +46.1% |
| 6M | -2.0% | -1.5% | -0.4% | -1.3% |
| YTD | -29.7% | +8.5% | -38.2% | -40.3% |
| 1Y | -28.6% | +11.4% | -40.0% | -42.0% |
| 3Y | -45.5% | +70.1% | -115.5% | -80.8% |
| All | -7.2% | +53.4% | -60.6% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling