-49.5%
CELH vs NVTS
+109.2%
-158.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.3% | -9.3% | -3.4% |
| 7D | -7.0% | +2.7% | -9.7% | -7.2% |
| 30D | +5.2% | -4.5% | +9.6% | +5.4% |
| 3M | +10.5% | -61.5% | +72.0% | +16.7% |
| 6M | -32.7% | +28.0% | -60.7% | -40.1% |
| YTD | -33.0% | +65.3% | -98.2% | -44.5% |
| 1Y | -49.5% | +113.0% | -162.5% | -61.2% |
| All | -49.5% | +109.2% | -158.8% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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