+22.0%
VZ vs CELH
-50.4%
+72.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.3% |
| 7D | -1.0% | -11.7% | +10.7% | -0.9% |
| 30D | +5.8% | +1.6% | +4.2% | +5.9% |
| 3M | +10.5% | -2.0% | +12.5% | +10.6% |
| 6M | +1.8% | -36.2% | +38.0% | +1.2% |
| YTD | +28.3% | -39.6% | +67.8% | +26.7% |
| 1Y | +22.0% | -50.7% | +72.6% | +19.9% |
| All | +22.0% | -50.4% | +72.4% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling