+3,733.8%
CELH vs VXUS
+151.1%
+3,582.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.0% |
| 7D | -11.2% | -1.4% | -9.8% | -9.6% |
| 30D | -1.4% | -0.5% | -1.0% | -0.8% |
| 3M | -4.2% | +2.6% | -6.7% | -7.0% |
| 6M | -40.5% | +10.9% | -51.3% | -48.4% |
| YTD | -40.5% | +16.1% | -56.6% | -51.4% |
| 1Y | -53.0% | +22.3% | -75.3% | -63.9% |
| 3Y | -59.1% | +72.0% | -131.1% | -79.6% |
| 5Y | -10.7% | +54.1% | -64.8% | -47.4% |
| All | +3,733.8% | +151.1% | +3,582.7% | +1,611.3% |
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