-59.1%
CELH vs NWSA
+43.3%
-102.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -11.2% | -2.8% | -8.4% | -10.3% |
| 30D | -1.4% | +3.0% | -4.5% | -2.4% |
| 3M | -4.2% | +12.3% | -16.5% | -9.1% |
| 6M | -40.5% | +21.9% | -62.3% | -45.7% |
| YTD | -40.5% | +13.6% | -54.1% | -44.2% |
| 1Y | -53.0% | +0.5% | -53.5% | -53.1% |
| 3Y | -59.1% | +43.8% | -102.8% | -70.6% |
| All | -59.1% | +43.3% | -102.3% | -70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling