+3,733.8%
CELH vs VTR
+99.2%
+3,634.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -11.2% | -0.3% | -10.9% | -11.1% |
| 30D | -1.4% | +1.1% | -2.5% | -1.7% |
| 3M | -4.2% | +7.9% | -12.1% | -6.8% |
| 6M | -40.5% | +6.2% | -46.6% | -42.0% |
| YTD | -40.5% | +17.7% | -58.2% | -44.0% |
| 1Y | -53.0% | +32.9% | -85.9% | -57.7% |
| 3Y | -59.1% | +129.7% | -188.7% | -70.0% |
| 5Y | -10.7% | +89.3% | -100.0% | -30.8% |
| All | +3,733.8% | +99.2% | +3,634.6% | +2,524.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling