-48.4%
CELH vs MTCH
+27.4%
-75.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.9% | +0.8% |
| 7D | +9.9% | -4.4% | +14.3% | +11.5% |
| 30D | +11.7% | -0.3% | +12.0% | +11.2% |
| 3M | +4.1% | -2.0% | +6.1% | +3.2% |
| 6M | -8.4% | +6.4% | -14.8% | -11.6% |
| YTD | -32.8% | +27.3% | -60.1% | -40.7% |
| 1Y | -48.4% | +30.3% | -78.7% | -57.5% |
| All | -48.4% | +27.4% | -75.8% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling