+104.1%
CELH vs NVMI
+14,772.4%
-14,668.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.0% |
| 7D | -11.2% | -0.1% | -11.1% | -11.2% |
| 30D | -1.4% | -8.4% | +7.0% | -0.5% |
| 3M | -4.2% | -33.6% | +29.4% | +0.4% |
| 6M | -40.5% | -14.7% | -25.8% | -40.1% |
| YTD | -40.5% | +13.2% | -53.7% | -42.6% |
| 1Y | -53.0% | +29.0% | -82.0% | -55.4% |
| 3Y | -59.1% | +215.0% | -274.0% | -66.2% |
| 5Y | -10.7% | +268.6% | -279.3% | -27.0% |
| 10Y | +3,788.6% | +3,124.7% | +663.9% | +2,770.5% |
| All | +104.1% | +14,772.4% | -14,668.2% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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