-53.0%
CELH vs VUG
+13.0%
-66.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.5% |
| 7D | -11.2% | -0.5% | -10.7% | -10.9% |
| 30D | -1.4% | -1.0% | -0.5% | -0.8% |
| 3M | -4.2% | +3.5% | -7.7% | -6.5% |
| 6M | -40.5% | +14.2% | -54.7% | -48.2% |
| YTD | -40.5% | +8.5% | -49.0% | -45.2% |
| 1Y | -53.0% | +12.9% | -65.9% | -54.7% |
| All | -53.0% | +13.0% | -66.0% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling