+1,381.0%
NET vs CELH
+2,427.4%
-1,046.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.1% | -3.2% |
| 7D | -16.4% | +9.9% | -26.3% | -18.6% |
| 30D | -25.8% | +11.7% | -37.6% | -28.2% |
| 3M | -11.5% | +4.1% | -15.6% | -14.2% |
| 6M | +18.9% | -8.4% | +27.3% | +18.3% |
| YTD | +35.2% | -32.8% | +68.0% | +43.7% |
| 1Y | +14.5% | -48.4% | +62.8% | +28.9% |
| 3Y | +313.8% | -47.1% | +361.0% | +314.3% |
| 5Y | +32.6% | -11.3% | +43.8% | -1.3% |
| All | +1,381.0% | +2,427.4% | -1,046.4% | +458.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling