-59.1%
CELH vs NVT
+190.9%
-250.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | +1.4% |
| 7D | -11.2% | +4.1% | -15.3% | -11.8% |
| 30D | -1.4% | -5.1% | +3.7% | -0.7% |
| 3M | -4.2% | -1.2% | -3.0% | -4.9% |
| 6M | -40.5% | +46.6% | -87.0% | -47.4% |
| YTD | -40.5% | +60.0% | -100.5% | -48.9% |
| 1Y | -53.0% | +70.8% | -123.8% | -60.3% |
| 3Y | -59.1% | +187.5% | -246.6% | -70.5% |
| All | -59.1% | +190.9% | -250.0% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 3y: compounded portfolio wealth divided by compounded NVT 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…
3y analysis · Full analysis span regression · 6 months rolling