+3,733.8%
CELH vs MET
+249.3%
+3,484.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -11.2% | -0.5% | -10.7% | -11.0% |
| 30D | -1.4% | +0.5% | -1.9% | -1.7% |
| 3M | -4.2% | +11.6% | -15.8% | -9.4% |
| 6M | -40.5% | +40.8% | -81.2% | -49.4% |
| YTD | -40.5% | +25.7% | -66.2% | -47.1% |
| 1Y | -53.0% | +24.4% | -77.4% | -57.9% |
| 3Y | -59.1% | +67.5% | -126.5% | -68.6% |
| 5Y | -10.7% | +85.8% | -96.5% | -33.9% |
| All | +3,733.8% | +249.3% | +3,484.5% | +2,238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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