+199.6%
ARM vs CELH
-51.7%
+251.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.9% |
| 7D | +9.1% | +0.8% | +8.3% | +9.0% |
| 30D | -19.9% | +19.3% | -39.3% | -22.4% |
| 3M | -31.6% | +12.6% | -44.3% | -33.5% |
| 6M | -13.9% | +16.4% | -30.2% | -18.2% |
| YTD | +74.3% | -29.1% | +103.4% | +82.8% |
| 1Y | +35.8% | -26.3% | +62.1% | +40.7% |
| 3Y | +268.6% | -40.1% | +308.7% | +263.8% |
| All | +199.6% | -51.7% | +251.3% | +219.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling