-11.7%
CELH vs NVTS
-17.0%
+5.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.2% | -6.2% |
| 7D | -11.7% | +3.5% | -15.1% | -12.0% |
| 30D | +1.6% | -11.9% | +13.5% | +2.6% |
| 3M | -2.0% | -49.2% | +47.3% | +3.5% |
| 6M | -36.2% | +38.4% | -74.6% | -41.7% |
| YTD | -39.6% | +62.5% | -102.0% | -46.6% |
| 1Y | -50.7% | +101.4% | -152.1% | -58.0% |
| 3Y | -58.9% | +40.4% | -99.3% | -64.8% |
| All | -11.7% | -17.0% | +5.3% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling