+1,952.8%
CELH vs FSLY
0.0%
+1,952.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.4% | -8.0% | -4.3% |
| 7D | -3.8% | +3.5% | -7.2% | -4.4% |
| 30D | +6.4% | -6.4% | +12.8% | +6.3% |
| 3M | +5.6% | +10.9% | -5.3% | +2.4% |
| 6M | -31.1% | +6.7% | -37.8% | -37.0% |
| YTD | -35.4% | +111.1% | -146.5% | -51.0% |
| 1Y | -46.9% | +185.8% | -232.6% | -64.3% |
| 3Y | -56.0% | -6.6% | -49.5% | -65.5% |
| 5Y | +1.2% | -52.4% | +53.6% | -19.5% |
| All | +1,952.8% | 0.0% | +1,952.8% | +914.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling