+98.1%
NU vs CELH
-60.2%
+158.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -2.8% |
| 7D | -4.9% | -11.2% | +6.3% | -4.0% |
| 30D | +7.8% | -1.4% | +9.3% | +7.9% |
| 3M | +20.9% | -4.2% | +25.1% | +21.0% |
| 6M | +0.9% | -40.5% | +41.4% | +4.0% |
| YTD | -12.7% | -40.5% | +27.8% | -10.2% |
| 1Y | -6.4% | -53.0% | +46.6% | -2.8% |
| 3Y | +98.1% | -59.1% | +157.2% | +117.9% |
| All | +98.1% | -60.2% | +158.3% | +117.9% |
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