+84.3%
VZ vs CELH
-56.7%
+141.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.6% |
| 7D | +0.2% | -3.8% | +4.0% | +0.3% |
| 30D | +7.1% | +6.4% | +0.7% | +7.0% |
| 3M | +12.8% | +5.6% | +7.3% | +12.6% |
| 6M | +1.8% | -31.1% | +32.9% | +2.4% |
| YTD | +30.0% | -35.4% | +65.4% | +30.7% |
| 1Y | +24.3% | -46.9% | +71.2% | +25.5% |
| 3Y | +84.3% | -56.0% | +140.3% | +78.4% |
| All | +84.3% | -56.7% | +141.0% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling