-6.1%
CELH vs VYM
+77.5%
-83.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.2% |
| 7D | -11.2% | -0.8% | -10.4% | -10.1% |
| 30D | -1.4% | -2.2% | +0.8% | +2.1% |
| 3M | -4.2% | +3.1% | -7.2% | -8.0% |
| 6M | -40.5% | +9.7% | -50.2% | -48.1% |
| YTD | -40.5% | +14.9% | -55.4% | -51.8% |
| 1Y | -53.0% | +17.6% | -70.6% | -63.2% |
| 3Y | -59.1% | +65.3% | -124.4% | -82.2% |
| All | -6.1% | +77.5% | -83.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling