+73.5%
VZ vs CELH
+4,553.5%
-4,480.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +0.9% | +7.4% | -6.5% | +0.7% |
| 30D | +8.9% | +16.4% | -7.4% | +8.5% |
| 3M | +0.1% | +17.6% | -17.5% | -0.3% |
| 6M | +1.9% | +7.8% | -5.9% | +1.5% |
| YTD | +22.0% | -27.8% | +49.8% | +22.5% |
| 1Y | +22.1% | -24.4% | +46.6% | +22.4% |
| 3Y | +58.7% | -42.5% | +101.2% | +58.6% |
| 5Y | +22.3% | +1.4% | +20.9% | +18.9% |
| All | +73.5% | +4,553.5% | -4,480.0% | +44.0% |
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 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