+1,523.5%
CELH vs NTR
+97.9%
+1,425.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -11.2% | -1.3% | -9.9% | -10.9% |
| 30D | -1.4% | +16.8% | -18.2% | -5.9% |
| 3M | -4.2% | +20.7% | -24.9% | -9.7% |
| 6M | -40.5% | +0.5% | -41.0% | -41.3% |
| YTD | -40.5% | +29.2% | -69.7% | -46.3% |
| 1Y | -53.0% | +39.6% | -92.6% | -58.9% |
| 3Y | -59.1% | +37.9% | -96.9% | -64.8% |
| 5Y | -10.7% | +47.1% | -57.8% | -27.6% |
| All | +1,523.5% | +97.9% | +1,425.5% | +1,036.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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