+1,432.1%
CELH vs NVT
+731.8%
+700.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | +0.5% |
| 7D | -11.2% | +4.1% | -15.3% | -12.6% |
| 30D | -1.4% | -5.1% | +3.7% | 0.0% |
| 3M | -4.2% | -1.2% | -3.0% | -5.9% |
| 6M | -40.5% | +46.6% | -87.0% | -51.7% |
| YTD | -40.5% | +60.0% | -100.5% | -53.9% |
| 1Y | -53.0% | +70.8% | -123.8% | -64.8% |
| 3Y | -59.1% | +187.5% | -246.6% | -77.6% |
| 5Y | -10.7% | +426.1% | -436.9% | -64.3% |
| All | +1,432.1% | +731.8% | +700.3% | +404.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling