+1.9%
META vs CELH
-25.0%
+26.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.9% | +4.9% |
| 7D | +5.7% | +10.8% | -5.1% | +5.0% |
| 30D | -10.8% | +16.1% | -26.9% | -11.6% |
| 3M | +8.4% | +19.5% | -11.1% | +7.0% |
| 6M | +5.4% | +2.8% | +2.6% | +4.9% |
| YTD | -2.6% | -27.4% | +24.9% | -4.5% |
| All | +1.9% | -25.0% | +26.9% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling