-59.1%
CELH vs FISV
-57.6%
-1.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +1.3% |
| 7D | -11.2% | -2.7% | -8.5% | -10.8% |
| 30D | -1.4% | 0.0% | -1.5% | -1.5% |
| 3M | -4.2% | -2.8% | -1.4% | -4.1% |
| 6M | -40.5% | -11.8% | -28.6% | -39.7% |
| YTD | -40.5% | -23.2% | -17.3% | -38.7% |
| 1Y | -53.0% | -62.0% | +9.0% | -47.7% |
| 3Y | -59.1% | -57.6% | -1.4% | -68.7% |
| All | -59.1% | -57.6% | -1.4% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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