+104.1%
CELH vs NVS
+439.2%
-335.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -11.2% | -14.3% | +3.0% | -5.2% |
| 30D | -1.4% | -10.0% | +8.5% | +2.8% |
| 3M | -4.2% | -10.9% | +6.7% | +0.1% |
| 6M | -40.5% | -12.0% | -28.5% | -37.7% |
| YTD | -40.5% | +2.5% | -43.0% | -42.1% |
| 1Y | -53.0% | +10.7% | -63.7% | -56.1% |
| 3Y | -59.1% | +53.3% | -112.4% | -67.8% |
| 5Y | -10.7% | +93.6% | -104.3% | -37.9% |
| 10Y | +3,788.6% | +180.6% | +3,608.0% | +2,226.0% |
| All | +104.1% | +439.2% | -335.1% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling