+4,878.5%
CELH vs FICO
+544.0%
+4,334.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +2.2% |
| 7D | +10.8% | -0.1% | +10.8% | +10.7% |
| 30D | +16.1% | +8.4% | +7.7% | +12.0% |
| 3M | +19.5% | -30.5% | +50.0% | +31.2% |
| 6M | +2.8% | -35.7% | +38.5% | +14.4% |
| YTD | -27.4% | -57.2% | +29.8% | -7.6% |
| 1Y | -20.1% | -58.4% | +38.3% | +2.8% |
| 3Y | -42.9% | -24.8% | -18.1% | -52.5% |
| 5Y | -1.9% | +79.3% | -81.2% | -49.3% |
| 10Y | +4,878.5% | +531.6% | +4,346.9% | +1,778.8% |
| All | +4,878.5% | +544.0% | +4,334.5% | +1,778.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling