+70.7%
NFLX vs CELH
-61.1%
+131.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.6% | +0.3% |
| 7D | -8.1% | -15.8% | +7.7% | -6.8% |
| 30D | +1.6% | -5.2% | +6.8% | +2.1% |
| 3M | -7.3% | -6.1% | -1.2% | -7.1% |
| 6M | -21.6% | -40.9% | +19.3% | -18.9% |
| YTD | -18.9% | -41.8% | +22.8% | -16.3% |
| 1Y | -39.1% | -52.6% | +13.6% | -36.3% |
| All | +70.7% | -61.1% | +131.7% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling