-59.1%
CELH vs NSC
+73.4%
-132.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.2% | +2.4% |
| 7D | -11.2% | -2.8% | -8.4% | -10.7% |
| 30D | -1.4% | -4.5% | +3.1% | -0.3% |
| 3M | -4.2% | +3.5% | -7.7% | -5.1% |
| 6M | -40.5% | +8.5% | -49.0% | -41.9% |
| YTD | -40.5% | +12.3% | -52.8% | -42.6% |
| 1Y | -53.0% | +18.9% | -72.0% | -55.4% |
| 3Y | -59.1% | +74.1% | -133.2% | -66.8% |
| All | -59.1% | +73.4% | -132.4% | -66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling