+3,733.8%
CELH vs NYT
+489.9%
+3,243.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -11.2% | -0.6% | -10.6% | -11.0% |
| 30D | -1.4% | +4.6% | -6.0% | -3.0% |
| 3M | -4.2% | -9.6% | +5.4% | -0.9% |
| 6M | -40.5% | -14.0% | -26.5% | -37.8% |
| YTD | -40.5% | -2.8% | -37.6% | -41.0% |
| 1Y | -53.0% | +15.6% | -68.6% | -57.0% |
| 3Y | -59.1% | +56.3% | -115.4% | -68.1% |
| 5Y | -10.7% | +39.5% | -50.2% | -29.1% |
| All | +3,733.8% | +489.9% | +3,243.9% | +2,001.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling