-36.2%
CELH vs NWSA
+22.5%
-58.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.5% |
| 7D | -11.7% | -3.1% | -8.6% | -11.5% |
| 30D | +1.6% | +4.3% | -2.7% | +1.9% |
| 3M | -2.0% | +9.2% | -11.2% | -7.5% |
| 6M | -36.2% | +21.6% | -57.8% | -41.7% |
| All | -36.2% | +22.5% | -58.7% | -41.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling