+16.8%
NXPI vs CELH
-9.3%
+26.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +2.0% |
| 7D | +0.7% | -15.8% | +16.4% | +3.6% |
| 30D | -4.2% | -5.2% | +1.0% | -3.6% |
| 3M | -20.4% | -6.1% | -14.3% | -20.6% |
| 6M | +12.5% | -40.9% | +53.4% | +21.3% |
| YTD | +5.2% | -41.8% | +47.0% | +13.1% |
| 1Y | +5.1% | -52.6% | +57.7% | +16.1% |
| 3Y | +17.7% | -60.4% | +78.1% | +26.3% |
| 5Y | +16.8% | -12.6% | +29.5% | -9.0% |
| All | +16.8% | -9.3% | +26.2% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling