+7.1%
CELH vs VT
+66.2%
-59.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.0% | +0.4% | -7.5% | -7.7% |
| 30D | +5.2% | +1.0% | +4.2% | +3.8% |
| 3M | +10.5% | +2.4% | +8.1% | +5.8% |
| 6M | -32.7% | +12.0% | -44.7% | -45.1% |
| YTD | -33.0% | +15.3% | -48.3% | -48.1% |
| 1Y | -49.5% | +22.6% | -72.1% | -64.7% |
| 3Y | -52.6% | +74.7% | -127.3% | -83.5% |
| All | +7.1% | +66.2% | -59.0% | -50.9% |
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