+979.3%
NEE vs CELH
+245.5%
+733.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.3% |
| 7D | -0.5% | -11.7% | +11.1% | -0.3% |
| 30D | -1.7% | +1.6% | -3.3% | -1.7% |
| 3M | -1.8% | -2.0% | +0.1% | -1.9% |
| 6M | -8.8% | -36.2% | +27.3% | -8.2% |
| YTD | +5.2% | -39.6% | +44.8% | +6.0% |
| 1Y | +21.3% | -50.7% | +72.0% | +22.6% |
| 3Y | +35.2% | -58.9% | +94.1% | +36.2% |
| 5Y | +10.1% | -5.4% | +15.5% | +8.3% |
| 10Y | +253.2% | +3,848.6% | -3,595.3% | +224.2% |
| All | +979.3% | +245.5% | +733.8% | +738.4% |
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