-74.7%
NKE vs CELH
-10.8%
-63.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | -4.2% | -11.2% | +7.1% | -2.6% |
| 30D | -8.2% | -1.4% | -6.7% | -8.1% |
| 3M | -19.1% | -4.2% | -14.9% | -19.3% |
| 6M | -32.6% | -40.5% | +7.8% | -28.4% |
| YTD | -40.7% | -40.5% | -0.2% | -37.3% |
| 1Y | -48.9% | -53.0% | +4.1% | -44.6% |
| 3Y | -59.2% | -59.1% | -0.2% | -57.0% |
| All | -74.7% | -10.8% | -63.9% | -80.4% |
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