-29.4%
CELH vs NVDL
+2,476.2%
-2,505.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -11.2% | -10.3% | -0.9% | -10.3% |
| 30D | -1.4% | -7.1% | +5.7% | -1.1% |
| 3M | -4.2% | +6.6% | -10.7% | -5.6% |
| 6M | -40.5% | +21.1% | -61.5% | -43.0% |
| YTD | -40.5% | +15.2% | -55.7% | -43.1% |
| 1Y | -53.0% | +18.8% | -71.8% | -55.3% |
| 3Y | -59.1% | +649.9% | -709.0% | -72.6% |
| All | -29.4% | +2,476.2% | -2,505.6% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling