+418.8%
META vs CELH
+3,867.5%
-3,448.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -6.5% | +13.0% | +7.4% |
| 7D | +10.3% | -11.7% | +21.9% | +12.0% |
| 30D | +9.9% | +1.6% | +8.3% | +9.4% |
| 3M | +11.9% | -2.0% | +13.9% | +11.2% |
| 6M | +1.2% | -36.2% | +37.3% | +5.9% |
| YTD | -0.8% | -39.6% | +38.8% | +4.2% |
| 1Y | -14.3% | -50.7% | +36.3% | -8.3% |
| 3Y | +121.4% | -58.9% | +180.2% | +132.4% |
| 5Y | +74.5% | -5.4% | +79.8% | +53.4% |
| 10Y | +418.8% | +3,848.6% | -3,429.7% | +215.5% |
| All | +418.8% | +3,867.5% | -3,448.6% | +215.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling