-53.0%
CELH vs FSLY
+210.9%
-263.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +2.3% |
| 7D | -11.2% | +12.5% | -23.7% | -10.5% |
| 30D | -1.4% | -18.8% | +17.4% | -2.4% |
| 3M | -4.2% | +22.7% | -26.8% | -2.0% |
| 6M | -40.5% | -3.7% | -36.8% | -38.8% |
| YTD | -40.5% | +127.5% | -168.0% | -34.2% |
| 1Y | -53.0% | +193.5% | -246.5% | -36.6% |
| All | -53.0% | +210.9% | -263.9% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling