+1,300.7%
CELH vs VXX
-99.0%
+1,399.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +1.0% |
| 7D | -11.2% | +2.0% | -13.2% | -10.6% |
| 30D | -1.4% | -7.1% | +5.6% | -3.3% |
| 3M | -4.2% | -28.6% | +24.5% | -12.3% |
| 6M | -40.5% | -44.0% | +3.5% | -48.4% |
| YTD | -40.5% | -31.7% | -8.8% | -44.8% |
| 1Y | -53.0% | -46.3% | -6.7% | -58.5% |
| 3Y | -59.1% | -78.3% | +19.2% | -67.1% |
| 5Y | -10.7% | -95.8% | +85.1% | -48.8% |
| All | +1,300.7% | -99.0% | +1,399.7% | +574.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling