+194.3%
NOK vs CELH
-60.2%
+254.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.8% |
| 7D | +11.0% | -11.2% | +22.2% | +11.1% |
| 30D | +7.8% | -1.4% | +9.3% | +7.8% |
| 3M | -21.0% | -4.2% | -16.9% | -21.1% |
| 6M | +40.9% | -40.5% | +81.3% | +43.5% |
| YTD | +72.0% | -40.5% | +112.5% | +74.7% |
| 1Y | +140.9% | -53.0% | +193.9% | +147.1% |
| 3Y | +194.3% | -59.1% | +253.3% | +200.1% |
| All | +194.3% | -60.2% | +254.5% | +200.1% |
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