+1,790.3%
CELH vs FSLY
+7.7%
+1,782.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.9% |
| 7D | -11.2% | +12.5% | -23.7% | -13.1% |
| 30D | -1.4% | -18.8% | +17.4% | +1.2% |
| 3M | -4.2% | +22.7% | -26.8% | -8.6% |
| 6M | -40.5% | -3.7% | -36.8% | -44.4% |
| YTD | -40.5% | +127.5% | -168.0% | -55.5% |
| 1Y | -53.0% | +193.5% | -246.5% | -68.5% |
| 3Y | -59.1% | -1.3% | -57.7% | -68.1% |
| 5Y | -10.7% | -47.3% | +36.6% | -30.2% |
| All | +1,790.3% | +7.7% | +1,782.6% | +822.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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