-59.2%
NKE vs CELH
-60.2%
+1.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | -4.2% | -11.2% | +7.1% | -3.3% |
| 30D | -8.2% | -1.4% | -6.7% | -8.1% |
| 3M | -19.1% | -4.2% | -14.9% | -19.1% |
| 6M | -32.6% | -40.5% | +7.8% | -30.5% |
| YTD | -40.7% | -40.5% | -0.2% | -38.9% |
| 1Y | -48.9% | -53.0% | +4.1% | -46.8% |
| 3Y | -59.2% | -59.1% | -0.2% | -59.0% |
| All | -59.2% | -60.2% | +1.0% | -59.0% |
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