+3,733.8%
CELH vs NSC
+332.1%
+3,401.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.2% | +2.6% |
| 7D | -11.2% | -2.8% | -8.4% | -10.1% |
| 30D | -1.4% | -4.5% | +3.1% | +0.7% |
| 3M | -4.2% | +3.5% | -7.7% | -6.0% |
| 6M | -40.5% | +8.5% | -49.0% | -43.1% |
| YTD | -40.5% | +12.3% | -52.8% | -44.2% |
| 1Y | -53.0% | +18.9% | -72.0% | -57.2% |
| 3Y | -59.1% | +74.1% | -133.2% | -70.0% |
| 5Y | -10.7% | +43.9% | -54.6% | -27.8% |
| All | +3,733.8% | +332.1% | +3,401.7% | +2,877.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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