+104.1%
CELH vs VWO
+165.3%
-61.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.8% |
| 7D | -11.2% | -1.8% | -9.4% | -10.3% |
| 30D | -1.4% | -0.1% | -1.3% | -1.4% |
| 3M | -4.2% | +2.2% | -6.4% | -5.4% |
| 6M | -40.5% | +8.8% | -49.2% | -43.5% |
| YTD | -40.5% | +12.4% | -52.9% | -44.6% |
| 1Y | -53.0% | +15.6% | -68.6% | -56.8% |
| 3Y | -59.1% | +62.5% | -121.6% | -68.8% |
| 5Y | -10.7% | +34.3% | -45.0% | -22.9% |
| 10Y | +3,788.6% | +114.8% | +3,673.8% | +2,664.7% |
| All | +104.1% | +165.3% | -61.2% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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