+108.3%
V vs CELH
+17.0%
+91.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | +0.9% | +0.8% | +0.1% | +0.8% |
| 30D | +9.0% | +19.3% | -10.4% | +6.9% |
| 3M | +16.7% | +12.6% | +4.1% | +15.0% |
| 6M | +33.4% | +16.4% | +17.0% | +30.1% |
| YTD | +22.4% | -29.1% | +51.5% | +25.2% |
| 1Y | +27.7% | -26.3% | +54.0% | +29.9% |
| 3Y | +78.0% | -40.1% | +118.1% | +77.0% |
| All | +108.3% | +17.0% | +91.3% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling