-13.1%
CELH vs NVTS
-16.8%
+3.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +1.8% |
| 7D | -11.2% | -1.4% | -9.8% | -11.1% |
| 30D | -1.4% | -16.5% | +15.1% | +0.1% |
| 3M | -4.2% | -47.6% | +43.5% | +1.0% |
| 6M | -40.5% | +7.3% | -47.8% | -43.9% |
| YTD | -40.5% | +62.9% | -103.4% | -47.4% |
| 1Y | -53.0% | +91.3% | -144.3% | -59.8% |
| 3Y | -59.1% | +43.4% | -102.5% | -65.2% |
| All | -13.1% | -16.8% | +3.8% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling