-59.1%
CELH vs NVD
-99.1%
+40.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.2% |
| 7D | -11.2% | +10.8% | -22.1% | -10.3% |
| 30D | -1.4% | +0.8% | -2.2% | -1.1% |
| 3M | -4.2% | -20.8% | +16.7% | -5.7% |
| 6M | -40.5% | -41.2% | +0.7% | -43.2% |
| YTD | -40.5% | -44.2% | +3.7% | -43.3% |
| 1Y | -53.0% | -54.2% | +1.2% | -55.6% |
| 3Y | -59.1% | -99.1% | +40.1% | -78.3% |
| All | -59.1% | -99.1% | +40.1% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3y: compounded portfolio wealth divided by compounded NVD 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…
3y analysis · Full analysis span regression · 6 months rolling