-53.0%
CELH vs VXX
-46.7%
-6.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +1.2% |
| 7D | -11.2% | +2.0% | -13.2% | -10.7% |
| 30D | -1.4% | -7.1% | +5.6% | -2.9% |
| 3M | -4.2% | -28.6% | +24.5% | -10.8% |
| 6M | -40.5% | -44.0% | +3.5% | -47.4% |
| YTD | -40.5% | -31.7% | -8.8% | -44.2% |
| 1Y | -53.0% | -46.3% | -6.7% | -57.2% |
| All | -53.0% | -46.7% | -6.3% | -57.2% |
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