+3,733.8%
CELH vs FIS
-39.8%
+3,773.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.1% |
| 7D | -11.2% | -7.9% | -3.3% | -7.7% |
| 30D | -1.4% | -8.0% | +6.5% | +2.3% |
| 3M | -4.2% | +0.6% | -4.8% | -4.8% |
| 6M | -40.5% | -22.2% | -18.3% | -33.7% |
| YTD | -40.5% | -40.8% | +0.3% | -25.2% |
| 1Y | -53.0% | -41.5% | -11.5% | -40.7% |
| 3Y | -59.1% | -25.5% | -33.6% | -54.9% |
| 5Y | -10.7% | -64.8% | +54.1% | +39.0% |
| All | +3,733.8% | -39.8% | +3,773.6% | +5,107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling