+107.3%
CELH vs MET
+203.2%
-95.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.7% | -6.5% |
| 7D | -11.7% | -0.8% | -10.9% | -11.6% |
| 30D | +1.6% | -1.4% | +3.0% | +1.8% |
| 3M | -2.0% | +12.5% | -14.5% | -4.0% |
| 6M | -36.2% | +37.1% | -73.3% | -39.5% |
| YTD | -39.6% | +23.8% | -63.4% | -41.9% |
| 1Y | -50.7% | +24.1% | -74.8% | -52.5% |
| 3Y | -58.9% | +65.2% | -124.1% | -62.2% |
| 5Y | -5.4% | +82.3% | -87.6% | -13.8% |
| 10Y | +3,848.6% | +241.6% | +3,607.0% | +3,239.8% |
| All | +107.3% | +203.2% | -95.9% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling