-56.0%
CELH vs NIO
-62.3%
+6.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -3.8% | -6.7% | +2.9% | -2.7% |
| 30D | +6.4% | -20.0% | +26.5% | +10.5% |
| 3M | +5.6% | -30.5% | +36.0% | +12.1% |
| 6M | -31.1% | -20.7% | -10.4% | -29.7% |
| YTD | -35.4% | -25.7% | -9.7% | -33.4% |
| 1Y | -46.9% | -38.6% | -8.3% | -43.6% |
| 3Y | -56.0% | -62.3% | +6.2% | -55.2% |
| All | -56.0% | -62.3% | +6.3% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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