+104.1%
CELH vs NTRS
+404.9%
-300.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | -11.2% | +1.4% | -12.6% | -11.7% |
| 30D | -1.4% | -0.7% | -0.8% | -1.3% |
| 3M | -4.2% | +11.3% | -15.5% | -8.0% |
| 6M | -40.5% | +35.5% | -76.0% | -47.2% |
| YTD | -40.5% | +40.6% | -81.1% | -48.1% |
| 1Y | -53.0% | +49.2% | -102.2% | -59.9% |
| 3Y | -59.1% | +167.2% | -226.3% | -72.2% |
| 5Y | -10.7% | +94.9% | -105.6% | -32.6% |
| 10Y | +3,788.6% | +259.5% | +3,529.1% | +2,238.4% |
| All | +104.1% | +404.9% | -300.8% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling