+81.9%
META vs CELH
-11.5%
+93.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.2% | -0.3% |
| 7D | -0.8% | +10.4% | -11.2% | -2.5% |
| 30D | -15.4% | +19.5% | -34.9% | -18.0% |
| 3M | +3.5% | +35.3% | -31.8% | -2.4% |
| 6M | -0.3% | -2.0% | +1.7% | -1.5% |
| YTD | -7.3% | -29.7% | +22.4% | -3.9% |
| 1Y | -1.1% | -28.6% | +27.5% | +1.9% |
| 3Y | +95.1% | -45.5% | +140.5% | +97.7% |
| All | +81.9% | -11.5% | +93.4% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling