+2,774.4%
CELH vs VT
+374.2%
+2,400.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.0% | +0.4% | -7.5% | -7.4% |
| 30D | +5.2% | +1.0% | +4.2% | +4.4% |
| 3M | +10.5% | +2.4% | +8.1% | +7.8% |
| 6M | -32.7% | +12.0% | -44.7% | -39.9% |
| YTD | -33.0% | +15.3% | -48.3% | -41.8% |
| 1Y | -49.5% | +22.6% | -72.1% | -58.5% |
| 3Y | -52.6% | +74.7% | -127.3% | -72.0% |
| 5Y | +5.2% | +66.1% | -60.9% | -31.1% |
| 10Y | +4,178.1% | +225.0% | +3,953.1% | +1,660.0% |
| All | +2,774.4% | +374.2% | +2,400.2% | +722.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling