-48.4%
CELH vs NVDL
-23.5%
-24.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.1% | +8.7% | +2.6% |
| 7D | +9.9% | -14.0% | +23.9% | +10.1% |
| 30D | +11.7% | -31.2% | +42.9% | +12.6% |
| 3M | +4.1% | -15.5% | +19.6% | +4.4% |
| 6M | -8.4% | -10.3% | +1.9% | -10.8% |
| YTD | -32.8% | -5.8% | -27.0% | -37.2% |
| 1Y | -48.4% | -20.1% | -28.3% | -47.5% |
| All | -48.4% | -23.5% | -24.9% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling