+146.0%
CELH vs FAST
+1,814.5%
-1,668.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +9.4% | +4.8% | +4.6% | +7.5% |
| 30D | +14.8% | +8.6% | +6.2% | +11.1% |
| 3M | +20.5% | +5.7% | +14.9% | +17.8% |
| 6M | +1.6% | +25.5% | -23.9% | -7.3% |
| YTD | -28.3% | +39.6% | -67.9% | -37.6% |
| 1Y | -26.4% | +35.5% | -61.9% | -35.2% |
| 3Y | -43.0% | +96.2% | -139.2% | -56.8% |
| 5Y | +4.8% | +110.2% | -105.4% | -22.2% |
| 10Y | +4,820.0% | +531.8% | +4,288.2% | +2,441.3% |
| All | +146.0% | +1,814.5% | -1,668.5% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling