-50.7%
CELH vs FICO
-36.4%
-14.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.3% | -11.8% | -7.0% |
| 7D | -11.7% | -10.6% | -1.1% | -10.7% |
| 30D | +1.6% | -6.3% | +7.9% | +2.2% |
| 3M | -2.0% | -19.7% | +17.8% | -0.8% |
| 6M | -36.2% | -31.8% | -4.4% | -36.9% |
| YTD | -39.6% | -41.8% | +2.3% | -41.3% |
| 1Y | -50.7% | -36.4% | -14.3% | -52.4% |
| All | -50.7% | -36.4% | -14.3% | -52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling