-48.4%
CELH vs NVS
+37.6%
-86.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +1.9% |
| 7D | +9.9% | +5.7% | +4.2% | +8.8% |
| 30D | +11.7% | +17.1% | -5.3% | +8.6% |
| 3M | +4.1% | +7.6% | -3.5% | +2.9% |
| 6M | -8.4% | +14.1% | -22.5% | -10.1% |
| YTD | -32.8% | +23.3% | -56.1% | -33.0% |
| 1Y | -48.4% | +36.0% | -84.4% | -49.2% |
| All | -48.4% | +37.6% | -86.0% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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