+130.0%
CELH vs FAST
+1,622.8%
-1,492.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | -7.0% | -0.4% | -6.7% | -6.9% |
| 30D | +5.2% | -0.8% | +6.0% | +5.4% |
| 3M | +10.5% | +5.8% | +4.7% | +7.9% |
| 6M | -32.7% | +8.0% | -40.7% | -35.1% |
| YTD | -33.0% | +25.6% | -58.6% | -39.2% |
| 1Y | -49.5% | +0.8% | -50.3% | -50.2% |
| 3Y | -52.6% | +86.1% | -138.7% | -63.5% |
| 5Y | +5.2% | +100.2% | -95.0% | -20.2% |
| 10Y | +4,178.1% | +494.2% | +3,684.0% | +2,164.7% |
| All | +130.0% | +1,622.8% | -1,492.9% | -26.2% |
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