+4,242.0%
CELH vs VXUS
+146.4%
+4,095.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.8% | +2.1% | -1.3% | -1.7% |
| 30D | +19.3% | -1.1% | +20.4% | +20.7% |
| 3M | +12.6% | -5.6% | +18.3% | +20.5% |
| 6M | +16.4% | -2.3% | +18.6% | +18.1% |
| YTD | -29.1% | +10.4% | -39.5% | -38.8% |
| 1Y | -26.3% | +13.1% | -39.4% | -38.2% |
| 3Y | -40.1% | +68.0% | -108.1% | -70.0% |
| 5Y | +16.7% | +45.8% | -29.1% | -27.5% |
| All | +4,242.0% | +146.4% | +4,095.6% | +1,818.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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