+107.3%
CELH vs NTAP
+581.8%
-474.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -5.9% |
| 7D | -11.7% | +2.2% | -13.9% | -12.1% |
| 30D | +1.6% | -7.0% | +8.6% | +3.3% |
| 3M | -2.0% | +12.3% | -14.3% | -5.7% |
| 6M | -36.2% | +85.1% | -121.3% | -47.1% |
| YTD | -39.6% | +74.8% | -114.3% | -49.4% |
| 1Y | -50.7% | +52.7% | -103.4% | -57.2% |
| 3Y | -58.9% | +147.7% | -206.5% | -69.6% |
| 5Y | -5.4% | +124.8% | -130.2% | -28.1% |
| 10Y | +3,848.6% | +589.7% | +3,258.9% | +2,102.9% |
| All | +107.3% | +581.8% | -474.5% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling