+609.6%
VLO vs CELH
-9.3%
+618.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.7% | -0.7% |
| 7D | +4.0% | -15.8% | +19.7% | +4.7% |
| 30D | +19.0% | -5.2% | +24.2% | +19.2% |
| 3M | +50.0% | -6.1% | +56.1% | +49.9% |
| 6M | +79.1% | -40.9% | +120.0% | +83.0% |
| YTD | +140.3% | -41.8% | +182.0% | +145.2% |
| 1Y | +148.3% | -52.6% | +201.0% | +155.2% |
| 3Y | +194.6% | -60.4% | +255.0% | +200.8% |
| 5Y | +609.6% | -12.6% | +622.2% | +588.8% |
| All | +609.6% | -9.3% | +618.9% | +588.8% |
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