+1,040.6%
NBIS vs CELH
-21.0%
+1,061.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.7% | -1.4% | -4.4% |
| 7D | +8.3% | -15.8% | +24.1% | +11.6% |
| 30D | +18.1% | -5.2% | +23.2% | +18.2% |
| 3M | +7.8% | -6.1% | +13.9% | +6.9% |
| 6M | +136.6% | -40.9% | +177.4% | +162.5% |
| YTD | +172.5% | -41.8% | +214.3% | +201.7% |
| 1Y | +144.3% | -52.6% | +196.9% | +183.3% |
| All | +1,040.6% | -21.0% | +1,061.6% | +1,135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 all: compounded portfolio wealth divided by compounded CELH 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…
all analysis · Full analysis span regression · 6 months rolling