+379.1%
V vs CELH
+3,788.6%
-3,409.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.7% |
| 7D | -1.2% | -11.2% | +10.0% | -0.2% |
| 30D | +3.1% | -1.4% | +4.5% | +3.1% |
| 3M | +16.3% | -4.2% | +20.5% | +16.2% |
| 6M | +20.4% | -40.5% | +60.8% | +25.0% |
| YTD | +6.3% | -40.5% | +46.8% | +10.0% |
| 1Y | +8.7% | -53.0% | +61.7% | +14.3% |
| 3Y | +53.3% | -59.1% | +112.4% | +58.3% |
| 5Y | +71.1% | -10.7% | +81.8% | +55.7% |
| All | +379.1% | +3,788.6% | -3,409.4% | +230.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 10y: compounded portfolio wealth divided by compounded CELH 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…
10y analysis · Full analysis span regression · 6 months rolling