+681.4%
NFLX vs CELH
+3,788.6%
-3,107.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.6% |
| 7D | -1.1% | -11.2% | +10.1% | +0.3% |
| 30D | +4.3% | -1.4% | +5.7% | +4.4% |
| 3M | -4.8% | -4.2% | -0.6% | -4.9% |
| 6M | -18.4% | -40.5% | +22.0% | -14.2% |
| YTD | -17.4% | -40.5% | +23.0% | -13.4% |
| 1Y | -35.7% | -53.0% | +17.3% | -31.2% |
| 3Y | +73.8% | -59.1% | +132.8% | +81.7% |
| 5Y | +29.3% | -10.7% | +40.0% | +15.8% |
| All | +681.4% | +3,788.6% | -3,107.1% | +401.5% |
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 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