+193.8%
VLO vs CELH
-59.6%
+253.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +1.7% |
| 7D | +6.2% | -11.7% | +17.9% | +6.5% |
| 30D | +23.5% | +1.6% | +21.9% | +23.4% |
| 3M | +53.9% | -2.0% | +55.8% | +53.6% |
| 6M | +81.7% | -36.2% | +117.8% | +83.8% |
| YTD | +142.5% | -39.6% | +182.0% | +145.4% |
| 1Y | +145.4% | -50.7% | +196.1% | +149.3% |
| All | +193.8% | -59.6% | +253.4% | +202.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling