-56.0%
CELH vs FAST
+91.5%
-147.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.1% | -3.4% |
| 7D | -3.8% | +1.3% | -5.1% | -4.2% |
| 30D | +6.4% | -4.7% | +11.2% | +8.2% |
| 3M | +5.6% | +7.9% | -2.4% | +2.6% |
| 6M | -31.1% | +7.4% | -38.6% | -33.1% |
| YTD | -35.4% | +25.1% | -60.4% | -41.3% |
| 1Y | -46.9% | +4.7% | -51.6% | -48.2% |
| 3Y | -56.0% | +94.7% | -150.7% | -64.8% |
| All | -56.0% | +91.5% | -147.5% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling