+924.9%
VLO vs CELH
+3,788.6%
-2,863.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.1% |
| 7D | +5.3% | -11.2% | +16.5% | +6.2% |
| 30D | +18.2% | -1.4% | +19.7% | +18.2% |
| 3M | +53.3% | -4.2% | +57.5% | +53.0% |
| 6M | +70.4% | -40.5% | +110.9% | +75.6% |
| YTD | +143.4% | -40.5% | +183.9% | +150.1% |
| 1Y | +153.0% | -53.0% | +206.0% | +163.2% |
| 3Y | +195.0% | -59.1% | +254.0% | +202.1% |
| 5Y | +618.8% | -10.7% | +629.5% | +559.6% |
| All | +924.9% | +3,788.6% | -2,863.7% | +498.4% |
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