+3,848.6%
CELH vs FAST
+506.2%
+3,342.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -5.9% |
| 7D | -11.7% | +1.8% | -13.5% | -12.4% |
| 30D | +1.6% | -6.4% | +8.0% | +4.8% |
| 3M | -2.0% | +5.3% | -7.3% | -4.6% |
| 6M | -36.2% | +5.4% | -41.6% | -38.2% |
| YTD | -39.6% | +23.6% | -63.1% | -46.3% |
| 1Y | -50.7% | +4.1% | -54.7% | -52.3% |
| 3Y | -58.9% | +92.4% | -151.2% | -71.2% |
| 5Y | -5.4% | +106.1% | -111.5% | -35.3% |
| 10Y | +3,848.6% | +524.1% | +3,324.5% | +2,266.1% |
| All | +3,848.6% | +506.2% | +3,342.4% | +2,266.1% |
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