+4,023.2%
CELH vs NTRS
+247.1%
+3,776.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.0% | +8.5% | +6.3% |
| 7D | -7.2% | -2.6% | -4.6% | -6.2% |
| 30D | -2.2% | -4.6% | +2.4% | -0.3% |
| 3M | -2.5% | +4.7% | -7.2% | -4.9% |
| 6M | -36.2% | +34.0% | -70.1% | -44.9% |
| YTD | -37.8% | +35.0% | -72.8% | -46.8% |
| 1Y | -50.8% | +43.4% | -94.2% | -59.1% |
| 3Y | -57.7% | +169.3% | -227.0% | -74.5% |
| 5Y | -4.1% | +91.3% | -95.4% | -32.6% |
| 10Y | +4,023.2% | +247.7% | +3,775.5% | +2,327.8% |
| All | +4,023.2% | +247.1% | +3,776.1% | +2,327.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling