+57.4%
VZ vs CELH
-43.7%
+101.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | +1.5% | +0.8% | +0.7% | +1.5% |
| 30D | +4.4% | +19.3% | -15.0% | +4.1% |
| 3M | -2.4% | +12.6% | -15.0% | -2.5% |
| 6M | +1.4% | +16.4% | -14.9% | +1.1% |
| YTD | +21.4% | -29.1% | +50.5% | +21.7% |
| 1Y | +20.3% | -26.3% | +46.6% | +20.4% |
| 3Y | +57.4% | -40.1% | +97.5% | +57.5% |
| All | +57.4% | -43.7% | +101.1% | +57.5% |
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