+26.4%
VZ vs CELH
-9.3%
+35.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.1% | +0.5% |
| 7D | -1.2% | -15.8% | +14.5% | -0.9% |
| 30D | +5.7% | -5.2% | +10.9% | +5.8% |
| 3M | +8.2% | -6.1% | +14.4% | +8.3% |
| 6M | +1.7% | -40.9% | +42.6% | +2.7% |
| YTD | +28.9% | -41.8% | +70.6% | +29.9% |
| 1Y | +22.7% | -52.6% | +75.4% | +24.2% |
| 3Y | +82.7% | -60.4% | +143.1% | +83.7% |
| 5Y | +26.4% | -12.6% | +39.0% | +21.4% |
| All | +26.4% | -9.3% | +35.7% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling