+112.5%
NET vs CELH
+5.1%
+107.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.0% |
| 7D | -7.0% | -7.0% | +0.1% | -4.7% |
| 30D | -4.8% | +5.2% | -10.0% | -8.1% |
| 3M | +3.8% | +10.5% | -6.7% | -2.4% |
| 6M | +50.0% | -32.7% | +82.8% | +65.9% |
| YTD | +41.5% | -33.0% | +74.4% | +54.2% |
| 1Y | +32.8% | -49.5% | +82.4% | +56.3% |
| 3Y | +335.9% | -52.6% | +388.5% | +352.1% |
| All | +112.5% | +5.1% | +107.4% | -6.5% |
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