-52.9%
NVO vs CELH
-60.2%
+7.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.4% | -2.4% |
| 7D | -7.6% | -11.2% | +3.6% | -6.4% |
| 30D | -6.0% | -1.4% | -4.5% | -5.9% |
| 3M | -0.8% | -4.2% | +3.4% | -1.1% |
| 6M | +16.5% | -40.5% | +56.9% | +22.4% |
| YTD | -11.1% | -40.5% | +29.4% | -6.9% |
| 1Y | -16.7% | -53.0% | +36.3% | -11.0% |
| 3Y | -52.9% | -59.1% | +6.1% | -50.8% |
| All | -52.9% | -60.2% | +7.3% | -50.8% |
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