-59.1%
CELH vs NVTS
+38.1%
-97.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +2.0% |
| 7D | -11.2% | -1.4% | -9.8% | -11.1% |
| 30D | -1.4% | -16.5% | +15.1% | -0.6% |
| 3M | -4.2% | -47.6% | +43.5% | -1.6% |
| 6M | -40.5% | +7.3% | -47.8% | -42.4% |
| YTD | -40.5% | +62.9% | -103.4% | -44.3% |
| 1Y | -53.0% | +91.3% | -144.3% | -56.5% |
| 3Y | -59.1% | +43.4% | -102.5% | -52.5% |
| All | -59.1% | +38.1% | -97.2% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling