+62.8%
META vs CELH
+5.1%
+57.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.5% |
| 7D | +6.7% | -7.0% | +13.7% | +8.0% |
| 30D | +4.8% | +5.2% | -0.4% | +3.1% |
| 3M | -1.6% | +10.5% | -12.1% | -4.4% |
| 6M | -7.5% | -32.7% | +25.3% | -2.3% |
| YTD | -6.4% | -33.0% | +26.6% | -1.8% |
| 1Y | -17.3% | -49.5% | +32.2% | -9.7% |
| 3Y | +109.9% | -52.6% | +162.6% | +119.3% |
| All | +62.8% | +5.1% | +57.7% | +10.2% |
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