+8.7%
V vs CELH
-52.9%
+61.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.8% |
| 7D | -1.2% | -11.2% | +10.0% | -0.6% |
| 30D | +3.1% | -1.4% | +4.5% | +3.3% |
| 3M | +16.3% | -4.2% | +20.5% | +16.8% |
| 6M | +20.4% | -40.5% | +60.8% | +22.6% |
| YTD | +6.3% | -40.5% | +46.8% | +8.1% |
| 1Y | +8.7% | -53.0% | +61.7% | +11.2% |
| All | +8.7% | -52.9% | +61.6% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling