+104.1%
CELH vs NRG
+435.4%
-331.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.7% |
| 7D | -11.2% | -4.7% | -6.5% | -9.8% |
| 30D | -1.4% | -6.0% | +4.5% | +0.2% |
| 3M | -4.2% | -8.0% | +3.8% | -3.4% |
| 6M | -40.5% | -23.2% | -17.3% | -37.2% |
| YTD | -40.5% | -28.1% | -12.4% | -36.3% |
| 1Y | -53.0% | -27.3% | -25.7% | -50.1% |
| 3Y | -59.1% | +208.7% | -267.7% | -75.2% |
| 5Y | -10.7% | +197.7% | -208.4% | -46.0% |
| 10Y | +3,788.6% | +1,103.3% | +2,685.2% | +1,191.8% |
| All | +104.1% | +435.4% | -331.3% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling