-6.1%
CELH vs NTRA
+172.0%
-178.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +1.9% |
| 7D | -11.2% | +0.2% | -11.4% | -11.3% |
| 30D | -1.4% | +4.1% | -5.6% | -2.9% |
| 3M | -4.2% | +50.0% | -54.2% | -17.7% |
| 6M | -40.5% | +67.3% | -107.8% | -51.6% |
| YTD | -40.5% | +43.6% | -84.1% | -49.1% |
| 1Y | -53.0% | +89.2% | -142.3% | -64.1% |
| 3Y | -59.1% | +502.5% | -561.6% | -82.1% |
| All | -6.1% | +172.0% | -178.1% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 5y: compounded portfolio wealth divided by compounded NTRA 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…
5y analysis · Full analysis span regression · 6 months rolling