+141.2%
CELH vs FICO
+1,635.3%
-1,494.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.2% |
| 7D | +10.4% | -0.9% | +11.4% | +10.7% |
| 30D | +19.5% | +3.3% | +16.1% | +17.6% |
| 3M | +35.3% | -31.7% | +67.0% | +46.0% |
| 6M | -2.0% | -34.0% | +32.0% | +5.8% |
| YTD | -29.7% | -58.3% | +28.6% | -15.3% |
| 1Y | -28.6% | -57.9% | +29.3% | -14.5% |
| 3Y | -45.5% | -24.1% | -21.4% | -49.3% |
| 5Y | -10.7% | +85.3% | -96.0% | -36.6% |
| 10Y | +4,822.5% | +520.3% | +4,302.2% | +2,698.4% |
| All | +141.2% | +1,635.3% | -1,494.1% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling