+3,733.8%
CELH vs NRG
+1,083.9%
+2,649.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.9% |
| 7D | -11.2% | -4.7% | -6.5% | -10.2% |
| 30D | -1.4% | -6.0% | +4.5% | -0.2% |
| 3M | -4.2% | -8.0% | +3.8% | -3.7% |
| 6M | -40.5% | -23.2% | -17.3% | -38.0% |
| YTD | -40.5% | -28.1% | -12.4% | -37.3% |
| 1Y | -53.0% | -27.3% | -25.7% | -50.8% |
| 3Y | -59.1% | +208.7% | -267.7% | -72.1% |
| 5Y | -10.7% | +197.7% | -208.4% | -39.2% |
| All | +3,733.8% | +1,083.9% | +2,649.9% | +2,214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling