+107.3%
CELH vs NSC
+859.6%
-752.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -6.0% |
| 7D | -11.7% | -2.0% | -9.6% | -11.0% |
| 30D | +1.6% | -3.2% | +4.8% | +3.0% |
| 3M | -2.0% | +3.9% | -5.9% | -3.6% |
| 6M | -36.2% | +7.8% | -44.0% | -38.3% |
| YTD | -39.6% | +13.4% | -53.0% | -42.9% |
| 1Y | -50.7% | +20.3% | -71.0% | -54.5% |
| 3Y | -58.9% | +76.1% | -135.0% | -67.9% |
| 5Y | -5.4% | +45.0% | -50.4% | -20.0% |
| 10Y | +3,848.6% | +335.7% | +3,512.8% | +2,204.3% |
| All | +107.3% | +859.6% | -752.3% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling