-6.1%
CELH vs MET
+83.9%
-90.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 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% | -10.6% |
| 6M | -40.5% | +40.8% | -81.2% | -51.4% |
| YTD | -40.5% | +25.7% | -66.2% | -48.6% |
| 1Y | -53.0% | +24.4% | -77.4% | -59.1% |
| 3Y | -59.1% | +67.5% | -126.5% | -71.8% |
| All | -6.1% | +83.9% | -90.0% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling