+153.0%
VLO vs CELH
-52.9%
+205.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.4% |
| 7D | +5.3% | -11.2% | +16.5% | +4.6% |
| 30D | +18.2% | -1.4% | +19.7% | +18.2% |
| 3M | +53.3% | -4.2% | +57.5% | +53.5% |
| 6M | +70.4% | -40.5% | +110.9% | +67.0% |
| YTD | +143.4% | -40.5% | +183.9% | +138.2% |
| 1Y | +153.0% | -53.0% | +206.0% | +143.1% |
| All | +153.0% | -52.9% | +205.9% | +143.1% |
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