+108.3%
META vs CELH
-53.9%
+162.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.3% |
| 7D | +6.7% | -7.0% | +13.7% | +7.4% |
| 30D | +4.8% | +5.2% | -0.4% | +3.9% |
| 3M | -1.6% | +10.5% | -12.1% | -3.1% |
| 6M | -7.5% | -32.7% | +25.3% | -4.8% |
| YTD | -6.4% | -33.0% | +26.6% | -4.1% |
| 1Y | -17.3% | -49.5% | +32.2% | -13.4% |
| All | +108.3% | -53.9% | +162.2% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling