+4,043.9%
CELH vs FICO
+607.5%
+3,436.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -3.8% | -15.4% | +11.7% | +1.8% |
| 30D | +6.4% | -10.4% | +16.8% | +10.1% |
| 3M | +5.6% | -22.7% | +28.3% | +14.2% |
| 6M | -31.1% | -36.8% | +5.6% | -21.2% |
| YTD | -35.4% | -44.8% | +9.4% | -22.6% |
| 1Y | -46.9% | -39.3% | -7.5% | -40.4% |
| 3Y | -56.0% | +3.7% | -59.8% | -66.8% |
| 5Y | +1.2% | +101.7% | -100.5% | -47.1% |
| 10Y | +4,043.9% | +602.8% | +3,441.2% | +1,554.3% |
| All | +4,043.9% | +607.5% | +3,436.4% | +1,554.3% |
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