-55.2%
CELH vs FICO
+3.0%
-58.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -16.7% | +13.7% | -1.4% |
| 7D | -7.0% | -19.2% | +12.2% | -5.3% |
| 30D | +5.2% | -14.6% | +19.8% | +6.7% |
| 3M | +10.5% | -20.1% | +30.6% | +12.2% |
| 6M | -32.7% | -36.3% | +3.6% | -31.5% |
| YTD | -33.0% | -44.9% | +11.9% | -31.5% |
| 1Y | -49.5% | -38.6% | -10.9% | -48.9% |
| All | -55.2% | +3.0% | -58.1% | -67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling