-58.4%
CELH vs FIS
-26.4%
-32.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.4% | -3.1% | -5.0% |
| 7D | -11.7% | -9.1% | -2.6% | -7.8% |
| 30D | +1.6% | -10.4% | +12.0% | +6.5% |
| 3M | -2.0% | -3.7% | +1.7% | -0.8% |
| 6M | -36.2% | -24.8% | -11.4% | -28.2% |
| YTD | -39.6% | -41.6% | +2.0% | -24.3% |
| 1Y | -50.7% | -42.7% | -7.9% | -37.7% |
| All | -58.4% | -26.4% | -32.0% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling