+19.3%
ARM vs CELH
-47.2%
+66.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -7.8% | -5.3% |
| 7D | -18.7% | +9.9% | -28.6% | -18.8% |
| 30D | -36.7% | +11.7% | -48.4% | -36.8% |
| 3M | -31.6% | +4.1% | -35.7% | -31.7% |
| 6M | -5.6% | -8.4% | +2.8% | -4.7% |
| YTD | +75.5% | -32.8% | +108.2% | +83.7% |
| 1Y | +19.3% | -48.4% | +67.7% | +26.6% |
| All | +19.3% | -47.2% | +66.5% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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