+1,878.1%
CELH vs NIO
-36.7%
+1,914.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.7% |
| 7D | -7.0% | -13.0% | +6.0% | -4.7% |
| 30D | +5.2% | -18.3% | +23.5% | +9.0% |
| 3M | +10.5% | -33.2% | +43.7% | +18.4% |
| 6M | -32.7% | -21.5% | -11.2% | -30.8% |
| YTD | -33.0% | -25.5% | -7.5% | -30.6% |
| 1Y | -49.5% | -38.0% | -11.5% | -46.4% |
| 3Y | -52.6% | -65.5% | +12.8% | -47.9% |
| 5Y | +5.2% | -90.6% | +95.8% | +32.5% |
| All | +1,878.1% | -36.7% | +1,914.7% | +2,054.0% |
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