+14,546.7%
NVDA vs CELH
+3,788.6%
+10,758.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | -5.1% | -11.2% | +6.1% | -3.1% |
| 30D | -2.5% | -1.4% | -1.0% | -2.6% |
| 3M | +6.7% | -4.2% | +10.8% | +5.8% |
| 6M | +17.6% | -40.5% | +58.1% | +26.7% |
| YTD | +17.3% | -40.5% | +57.8% | +25.6% |
| 1Y | +23.5% | -53.0% | +76.5% | +36.9% |
| 3Y | +384.6% | -59.1% | +443.7% | +418.8% |
| 5Y | +875.4% | -10.7% | +886.1% | +728.1% |
| All | +14,546.7% | +3,788.6% | +10,758.1% | +5,948.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling