+148.9%
CELH vs FAST
+1,805.1%
-1,656.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +2.1% |
| 7D | +10.8% | +3.8% | +6.9% | +9.2% |
| 30D | +16.1% | +8.1% | +8.1% | +12.6% |
| 3M | +19.5% | +5.8% | +13.7% | +16.8% |
| 6M | +2.8% | +24.9% | -22.1% | -6.0% |
| YTD | -27.4% | +38.9% | -66.4% | -36.7% |
| 1Y | -20.1% | +36.5% | -56.5% | -29.8% |
| 3Y | -42.9% | +98.1% | -141.0% | -56.9% |
| 5Y | -1.9% | +109.3% | -111.2% | -27.1% |
| 10Y | +4,878.5% | +547.9% | +4,330.6% | +2,452.1% |
| All | +148.9% | +1,805.1% | -1,656.1% | -23.2% |
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