+1,424.6%
NVO vs CELH
+240.2%
+1,184.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.4% | -2.2% |
| 7D | -7.6% | -11.2% | +3.6% | -7.3% |
| 30D | -6.0% | -1.4% | -4.5% | -6.0% |
| 3M | -0.8% | -4.2% | +3.4% | -0.8% |
| 6M | +16.5% | -40.5% | +56.9% | +17.5% |
| YTD | -11.1% | -40.5% | +29.4% | -10.3% |
| 1Y | -16.7% | -53.0% | +36.3% | -15.7% |
| 3Y | -52.9% | -59.1% | +6.1% | -52.5% |
| 5Y | -3.0% | -10.7% | +7.7% | -4.3% |
| 10Y | +147.1% | +3,788.6% | -3,641.5% | +126.8% |
| All | +1,424.6% | +240.2% | +1,184.4% | +1,133.9% |
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 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