+104.1%
CELH vs VYM
+471.6%
-367.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.6% |
| 7D | -11.2% | -0.8% | -10.4% | -10.5% |
| 30D | -1.4% | -2.2% | +0.8% | +0.6% |
| 3M | -4.2% | +3.1% | -7.2% | -6.4% |
| 6M | -40.5% | +9.7% | -50.2% | -44.9% |
| YTD | -40.5% | +14.9% | -55.4% | -47.1% |
| 1Y | -53.0% | +17.6% | -70.6% | -59.0% |
| 3Y | -59.1% | +65.3% | -124.4% | -73.1% |
| 5Y | -10.7% | +78.7% | -89.4% | -42.8% |
| 10Y | +3,788.6% | +208.2% | +3,580.4% | +1,640.3% |
| All | +104.1% | +471.6% | -367.5% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling