+1,518.8%
META vs CELH
+24,533.3%
-23,014.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.3% |
| 7D | +6.0% | -3.8% | +9.8% | +6.2% |
| 30D | +3.6% | +6.4% | -2.8% | +3.2% |
| 3M | +4.9% | +5.6% | -0.7% | +4.3% |
| 6M | -4.7% | -31.1% | +26.4% | -3.3% |
| YTD | -6.9% | -35.4% | +28.5% | -5.4% |
| 1Y | -18.2% | -46.9% | +28.7% | -16.2% |
| 3Y | +107.8% | -56.0% | +163.8% | +111.2% |
| 5Y | +63.9% | +1.2% | +62.7% | +57.5% |
| 10Y | +375.1% | +4,043.9% | -3,668.9% | +312.8% |
| All | +1,518.8% | +24,533.3% | -23,014.5% | +1,197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling