+99.7%
CELH vs FISV
+274.6%
-174.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.2% | -3.9% |
| 7D | -15.8% | -7.2% | -8.5% | -13.4% |
| 30D | -5.2% | -7.2% | +2.0% | -2.6% |
| 3M | -6.1% | -8.2% | +2.0% | -3.7% |
| 6M | -40.9% | -17.7% | -23.2% | -37.2% |
| YTD | -41.8% | -27.2% | -14.6% | -35.9% |
| 1Y | -52.6% | -63.0% | +10.3% | -36.9% |
| 3Y | -60.4% | -59.8% | -0.6% | -51.8% |
| 5Y | -12.6% | -55.8% | +43.2% | +2.1% |
| 10Y | +3,704.3% | -2.4% | +3,706.7% | +3,468.1% |
| All | +99.7% | +274.6% | -174.9% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling