-59.9%
CELH vs NTAP
+144.6%
-204.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.6% |
| 7D | -15.8% | -1.0% | -14.8% | -15.7% |
| 30D | -5.2% | -7.5% | +2.3% | -4.5% |
| 3M | -6.1% | +14.6% | -20.8% | -8.3% |
| 6M | -40.9% | +91.0% | -131.9% | -47.4% |
| YTD | -41.8% | +73.7% | -115.5% | -47.5% |
| 1Y | -52.6% | +51.2% | -103.9% | -55.9% |
| All | -59.9% | +144.6% | -204.6% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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