+139.2%
CELH vs FICO
+1,666.9%
-1,527.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.1% |
| 7D | +6.2% | +1.4% | +4.7% | +5.8% |
| 30D | +14.2% | -0.8% | +15.0% | +14.0% |
| 3M | +15.5% | -31.3% | +46.8% | +24.4% |
| 6M | +7.7% | -33.9% | +41.6% | +16.2% |
| YTD | -30.3% | -57.6% | +27.3% | -16.4% |
| 1Y | -29.0% | -59.7% | +30.7% | -13.7% |
| 3Y | -44.5% | -28.0% | -16.5% | -47.5% |
| 5Y | +14.8% | +91.0% | -76.2% | -19.0% |
| 10Y | +4,391.5% | +529.4% | +3,862.1% | +2,444.1% |
| All | +139.2% | +1,666.9% | -1,527.8% | +7.1% |
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