-6.1%
CELH vs NYT
+38.8%
-44.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| 3M | -4.2% | -9.6% | +5.4% | -0.5% |
| 6M | -40.5% | -14.0% | -26.5% | -37.4% |
| YTD | -40.5% | -2.8% | -37.6% | -41.5% |
| 1Y | -53.0% | +15.6% | -68.6% | -58.2% |
| 3Y | -59.1% | +56.3% | -115.4% | -71.4% |
| All | -6.1% | +38.8% | -44.9% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling