+104.1%
CELH vs NLY
+342.3%
-238.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -11.2% | -4.0% | -7.2% | -9.8% |
| 30D | -1.4% | -5.2% | +3.8% | +0.7% |
| 3M | -4.2% | +2.8% | -7.0% | -5.0% |
| 6M | -40.5% | +4.2% | -44.7% | -41.3% |
| YTD | -40.5% | +4.7% | -45.2% | -41.5% |
| 1Y | -53.0% | +12.7% | -65.7% | -55.1% |
| 3Y | -59.1% | +62.5% | -121.6% | -66.0% |
| 5Y | -10.7% | +26.3% | -37.0% | -19.0% |
| 10Y | +3,788.6% | +81.0% | +3,707.6% | +2,945.6% |
| All | +104.1% | +342.3% | -238.2% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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