+272.7%
VZ vs CELH
+298.6%
-26.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | -0.1% |
| 7D | +0.9% | +6.2% | -5.2% | +0.9% |
| 30D | +6.9% | +14.2% | -7.2% | +6.8% |
| 3M | +0.6% | +15.5% | -14.8% | +0.5% |
| 6M | +0.3% | +7.7% | -7.4% | +0.2% |
| YTD | +21.9% | -30.3% | +52.2% | +22.1% |
| 1Y | +21.7% | -29.0% | +50.7% | +21.9% |
| 3Y | +58.5% | -44.5% | +103.0% | +58.5% |
| 5Y | +22.4% | +14.8% | +7.7% | +21.2% |
| 10Y | +71.4% | +4,391.5% | -4,320.1% | +63.1% |
| All | +272.7% | +298.6% | -26.0% | +227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling