-49.5%
CELH vs VXX
-51.1%
+1.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -2.9% |
| 7D | -7.0% | -3.5% | -3.5% | -7.7% |
| 30D | +5.2% | -13.6% | +18.8% | +1.8% |
| 3M | +10.5% | -24.6% | +35.1% | +4.2% |
| 6M | -32.7% | -39.9% | +7.2% | -39.3% |
| YTD | -33.0% | -33.1% | +0.1% | -37.6% |
| 1Y | -49.5% | -49.9% | +0.4% | -56.3% |
| All | -49.5% | -51.1% | +1.6% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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