+51.1%
NEM vs CELH
-47.2%
+98.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +9.6% |
| 7D | +3.7% | +9.9% | -6.2% | +2.7% |
| 30D | +2.0% | +11.7% | -9.8% | +0.7% |
| 3M | +21.1% | +4.1% | +17.0% | +19.6% |
| 6M | +9.5% | -8.4% | +17.9% | +9.4% |
| YTD | +19.1% | -32.8% | +51.8% | +22.9% |
| 1Y | +51.1% | -48.4% | +99.5% | +59.4% |
| All | +51.1% | -47.2% | +98.3% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling