-12.6%
CELH vs FIS
-65.9%
+53.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.8% | -4.2% |
| 7D | -15.8% | -8.9% | -6.9% | -12.3% |
| 30D | -5.2% | -9.9% | +4.7% | -1.0% |
| 3M | -6.1% | 0.0% | -6.1% | -6.5% |
| 6M | -40.9% | -22.9% | -18.0% | -34.4% |
| YTD | -41.8% | -40.9% | -0.9% | -27.9% |
| 1Y | -52.6% | -40.4% | -12.2% | -41.6% |
| 3Y | -60.4% | -25.4% | -35.0% | -56.7% |
| 5Y | -12.6% | -64.8% | +52.2% | +35.7% |
| All | -12.6% | -65.9% | +53.3% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling