+3,341.8%
V vs CELH
+3,952.5%
-610.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.3% |
| 7D | +0.9% | +0.8% | +0.1% | +0.9% |
| 30D | +9.0% | +19.3% | -10.4% | +8.6% |
| 3M | +16.7% | +12.6% | +4.1% | +16.4% |
| 6M | +33.4% | +16.4% | +17.0% | +32.8% |
| YTD | +22.4% | -29.1% | +51.5% | +22.9% |
| 1Y | +27.7% | -26.3% | +54.0% | +28.1% |
| 3Y | +78.0% | -40.1% | +118.1% | +78.0% |
| 5Y | +108.5% | +16.7% | +91.8% | +104.7% |
| 10Y | +459.0% | +4,466.2% | -4,007.2% | +424.2% |
| All | +3,341.8% | +3,952.5% | -610.7% | +2,970.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling