-45.5%
CELH vs FICO
-24.3%
-21.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.1% |
| 7D | +10.4% | -0.9% | +11.4% | +10.5% |
| 30D | +19.5% | +3.3% | +16.1% | +19.0% |
| 3M | +35.3% | -31.7% | +67.0% | +38.6% |
| 6M | -2.0% | -34.0% | +32.0% | +0.6% |
| YTD | -29.7% | -58.3% | +28.6% | -27.8% |
| 1Y | -28.6% | -57.9% | +29.3% | -26.7% |
| 3Y | -45.5% | -24.1% | -21.4% | -54.7% |
| All | -45.5% | -24.3% | -21.2% | -54.7% |
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