+3,733.8%
CELH vs EQNR
+416.8%
+3,317.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | -11.2% | +6.4% | -17.7% | -12.9% |
| 30D | -1.4% | +10.4% | -11.8% | -4.5% |
| 3M | -4.2% | +23.1% | -27.2% | -11.2% |
| 6M | -40.5% | +36.3% | -76.8% | -47.6% |
| YTD | -40.5% | +96.0% | -136.5% | -54.3% |
| 1Y | -53.0% | +94.2% | -147.2% | -64.1% |
| 3Y | -59.1% | +75.3% | -134.3% | -68.2% |
| 5Y | -10.7% | +187.2% | -197.9% | -43.9% |
| All | +3,733.8% | +416.8% | +3,317.0% | +2,067.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 10y: compounded portfolio wealth divided by compounded EQNR 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…
10y analysis · Full analysis span regression · 6 months rolling