+121.7%
CELH vs NOC
+1,155.3%
-1,033.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.9% |
| 7D | -3.8% | -2.7% | -1.1% | -2.7% |
| 30D | +6.4% | -8.9% | +15.3% | +10.4% |
| 3M | +5.6% | -3.7% | +9.2% | +6.6% |
| 6M | -31.1% | -30.8% | -0.3% | -20.4% |
| YTD | -35.4% | -7.9% | -27.4% | -34.4% |
| 1Y | -46.9% | -9.4% | -37.4% | -45.9% |
| 3Y | -56.0% | +29.0% | -85.0% | -63.1% |
| 5Y | +1.2% | +56.1% | -54.8% | -25.5% |
| 10Y | +4,043.9% | +186.3% | +3,857.7% | +1,875.7% |
| All | +121.7% | +1,155.3% | -1,033.6% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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