+155.1%
NEM vs CELH
-10.8%
+165.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | -1.0% | -11.2% | +10.2% | -0.6% |
| 30D | +7.8% | -1.4% | +9.3% | +7.9% |
| 3M | +30.2% | -4.2% | +34.4% | +30.2% |
| 6M | +9.6% | -40.5% | +50.1% | +11.1% |
| YTD | +27.8% | -40.5% | +68.3% | +29.5% |
| 1Y | +60.7% | -53.0% | +113.7% | +63.5% |
| 3Y | +245.3% | -59.1% | +304.3% | +249.8% |
| All | +155.1% | -10.8% | +165.9% | +160.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling