+107.3%
CELH vs VUG
+985.5%
-878.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.1% |
| 7D | -11.7% | +0.1% | -11.8% | -11.7% |
| 30D | +1.6% | -1.7% | +3.3% | +3.0% |
| 3M | -2.0% | +2.8% | -4.8% | -4.7% |
| 6M | -36.2% | +13.6% | -49.8% | -43.5% |
| YTD | -39.6% | +8.1% | -47.6% | -44.2% |
| 1Y | -50.7% | +13.1% | -63.7% | -56.1% |
| 3Y | -58.9% | +87.0% | -145.8% | -77.2% |
| 5Y | -5.4% | +76.0% | -81.4% | -41.6% |
| 10Y | +3,848.6% | +420.5% | +3,428.1% | +1,120.8% |
| All | +107.3% | +985.5% | -878.2% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling