+21.3%
NOK vs CELH
-47.2%
+68.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -2.3% |
| 7D | -10.4% | +9.9% | -20.3% | -9.3% |
| 30D | -19.0% | +11.7% | -30.8% | -17.9% |
| 3M | -16.7% | +4.1% | -20.8% | -15.8% |
| 6M | -37.1% | -8.4% | -28.7% | -36.5% |
| YTD | +27.7% | -32.8% | +60.4% | +27.9% |
| 1Y | +21.3% | -48.4% | +69.7% | +21.2% |
| All | +21.3% | -47.2% | +68.5% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling