-49.9%
CELH vs NTNX
-16.9%
-33.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.1% | +5.8% | -1.9% |
| 7D | +6.7% | -17.2% | +23.9% | +7.5% |
| 30D | +10.1% | -20.2% | +30.3% | +11.2% |
| 3M | +3.1% | -4.0% | +7.0% | +3.1% |
| 6M | -10.4% | +34.8% | -45.2% | -10.7% |
| YTD | -34.3% | +13.3% | -47.6% | -32.7% |
| 1Y | -49.9% | -16.0% | -33.9% | -47.9% |
| All | -49.9% | -16.9% | -33.0% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 1y: compounded portfolio wealth divided by compounded NTNX 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…
1y analysis · Full analysis span regression · 6 months rolling