+99.7%
CELH vs VTV
+441.7%
-342.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.1% |
| 7D | -15.8% | -2.1% | -13.7% | -14.3% |
| 30D | -5.2% | -1.3% | -3.9% | -4.0% |
| 3M | -6.1% | +5.6% | -11.8% | -10.1% |
| 6M | -40.9% | +12.4% | -53.3% | -46.2% |
| YTD | -41.8% | +17.6% | -59.4% | -49.0% |
| 1Y | -52.6% | +23.5% | -76.1% | -60.0% |
| 3Y | -60.4% | +67.0% | -127.4% | -73.6% |
| 5Y | -12.6% | +80.5% | -93.2% | -42.9% |
| 10Y | +3,704.3% | +230.6% | +3,473.7% | +1,608.5% |
| All | +99.7% | +441.7% | -342.0% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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