-48.4%
CELH vs NWSA
+18.2%
-66.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.2% | +2.1% |
| 7D | +9.9% | +4.3% | +5.6% | +9.3% |
| 30D | +11.7% | +5.6% | +6.2% | +11.1% |
| 3M | +4.1% | +7.3% | -3.2% | +3.0% |
| 6M | -8.4% | +18.8% | -27.2% | -11.4% |
| YTD | -32.8% | +17.9% | -50.7% | -34.5% |
| 1Y | -48.4% | +19.3% | -67.7% | -50.0% |
| All | -48.4% | +18.2% | -66.6% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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