+3.2%
NOK vs CELH
+240.2%
-237.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.8% |
| 7D | +11.0% | -11.2% | +22.2% | +11.2% |
| 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% | +41.9% |
| YTD | +72.0% | -40.5% | +112.5% | +73.1% |
| 1Y | +140.9% | -53.0% | +193.9% | +143.3% |
| 3Y | +194.3% | -59.1% | +253.3% | +196.0% |
| 5Y | +112.5% | -10.7% | +123.2% | +109.3% |
| 10Y | +137.7% | +3,788.6% | -3,650.9% | +120.3% |
| All | +3.2% | +240.2% | -237.0% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling