+1,350.2%
VLO vs CELH
+269.5%
+1,080.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.6% | +6.9% | +3.4% |
| 7D | +5.8% | -3.8% | +9.5% | +5.9% |
| 30D | +28.3% | +6.4% | +21.9% | +28.1% |
| 3M | +48.7% | +5.6% | +43.2% | +48.3% |
| 6M | +71.9% | -31.1% | +103.0% | +73.1% |
| YTD | +138.7% | -35.4% | +174.0% | +140.5% |
| 1Y | +148.5% | -46.9% | +195.3% | +151.2% |
| 3Y | +192.7% | -56.0% | +248.7% | +194.7% |
| 5Y | +601.6% | +1.2% | +600.4% | +583.0% |
| 10Y | +900.2% | +4,043.9% | -3,143.7% | +775.5% |
| All | +1,350.2% | +269.5% | +1,080.7% | +874.1% |
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 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