+4,242.0%
CELH vs FAST
+541.9%
+3,700.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | +0.8% | +4.2% | -3.3% | -1.1% |
| 30D | +19.3% | +6.7% | +12.7% | +15.5% |
| 3M | +12.6% | +8.0% | +4.6% | +8.3% |
| 6M | +16.4% | +27.4% | -11.1% | +2.6% |
| YTD | -29.1% | +40.5% | -69.6% | -41.1% |
| 1Y | -26.3% | +38.4% | -64.7% | -38.3% |
| 3Y | -40.1% | +98.7% | -138.8% | -59.0% |
| 5Y | +16.7% | +106.7% | -90.0% | -22.2% |
| All | +4,242.0% | +541.9% | +3,700.1% | +1,993.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling