-59.1%
CELH vs NRG
+203.5%
-262.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.0% |
| 7D | -11.2% | -4.7% | -6.5% | -10.5% |
| 30D | -1.4% | -6.0% | +4.5% | -0.6% |
| 3M | -4.2% | -8.0% | +3.8% | -4.1% |
| 6M | -40.5% | -23.2% | -17.3% | -38.7% |
| YTD | -40.5% | -28.1% | -12.4% | -38.1% |
| 1Y | -53.0% | -27.3% | -25.7% | -51.3% |
| 3Y | -59.1% | +208.7% | -267.7% | -73.8% |
| All | -59.1% | +203.5% | -262.6% | -73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling