+121.7%
CELH vs FIS
+131.5%
-9.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.9% | +2.3% | -1.6% |
| 7D | -3.8% | -3.5% | -0.3% | -2.6% |
| 30D | +6.4% | -7.8% | +14.3% | +9.3% |
| 3M | +5.6% | +0.8% | +4.7% | +5.0% |
| 6M | -31.1% | -21.9% | -9.2% | -25.7% |
| YTD | -35.4% | -39.5% | +4.1% | -24.4% |
| 1Y | -46.9% | -41.0% | -5.9% | -37.3% |
| 3Y | -56.0% | -23.6% | -32.4% | -52.7% |
| 5Y | +1.2% | -65.6% | +66.9% | +36.4% |
| 10Y | +4,043.9% | -40.2% | +4,084.1% | +4,907.8% |
| All | +121.7% | +131.5% | -9.8% | +149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling