+64.4%
VZ vs CELH
+3,867.5%
-3,803.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.2% |
| 7D | -1.0% | -11.7% | +10.7% | -0.7% |
| 30D | +5.8% | +1.6% | +4.2% | +5.7% |
| 3M | +10.5% | -2.0% | +12.5% | +10.4% |
| 6M | +1.8% | -36.2% | +38.0% | +2.7% |
| YTD | +28.3% | -39.6% | +67.8% | +29.4% |
| 1Y | +22.0% | -50.7% | +72.6% | +23.5% |
| 3Y | +81.8% | -58.9% | +140.7% | +83.2% |
| 5Y | +25.3% | -5.4% | +30.7% | +21.9% |
| 10Y | +64.4% | +3,848.6% | -3,784.2% | +32.8% |
| All | +64.4% | +3,867.5% | -3,803.1% | +32.8% |
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 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