+2,031.6%
CELH vs NIO
-46.0%
+2,077.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.0% |
| 7D | +7.4% | -1.8% | +9.3% | +7.8% |
| 30D | +16.4% | -6.6% | +23.0% | +17.8% |
| 3M | +17.6% | -29.9% | +47.5% | +25.2% |
| 6M | +7.8% | -46.6% | +54.5% | +19.7% |
| YTD | -27.8% | -36.5% | +8.7% | -23.1% |
| 1Y | -24.4% | -51.1% | +26.7% | -15.8% |
| 3Y | -42.5% | -55.2% | +12.7% | -39.3% |
| 5Y | +1.4% | -92.3% | +93.8% | +32.2% |
| All | +2,031.6% | -46.0% | +2,077.6% | +2,288.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling