+425.7%
META vs CELH
+5,006.2%
-4,580.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.9% | +4.7% |
| 7D | +5.7% | +10.8% | -5.1% | +4.3% |
| 30D | -10.8% | +16.1% | -26.9% | -12.6% |
| 3M | +8.4% | +19.5% | -11.1% | +5.5% |
| 6M | +5.4% | +2.8% | +2.6% | +3.7% |
| YTD | -2.6% | -27.4% | +24.9% | -0.3% |
| 1Y | +3.5% | -20.1% | +23.6% | +4.4% |
| 3Y | +102.0% | -42.9% | +144.9% | +103.0% |
| 5Y | +93.1% | -1.9% | +95.0% | +68.1% |
| 10Y | +425.7% | +4,878.5% | -4,452.8% | +211.6% |
| All | +425.7% | +5,006.2% | -4,580.5% | +211.6% |
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