+45.4%
NU vs CELH
+11.9%
+33.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +1.0% |
| 7D | -4.2% | -15.8% | +11.5% | -0.5% |
| 30D | +10.0% | -5.2% | +15.2% | +11.1% |
| 3M | +29.3% | -6.1% | +35.4% | +29.4% |
| 6M | +0.9% | -40.9% | +41.8% | +11.5% |
| YTD | -10.3% | -41.8% | +31.5% | -1.4% |
| 1Y | -3.2% | -52.6% | +49.5% | +9.9% |
| 3Y | +120.6% | -60.4% | +180.9% | +143.8% |
| All | +45.4% | +11.9% | +33.5% | -14.3% |
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