+315.5%
ARM vs CELH
-58.8%
+374.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +2.2% |
| 7D | +12.5% | -11.7% | +24.2% | +14.9% |
| 30D | -1.4% | +1.6% | -2.9% | -2.2% |
| 3M | -18.7% | -2.0% | -16.7% | -19.7% |
| 6M | +124.6% | -36.2% | +160.8% | +140.9% |
| YTD | +141.7% | -39.6% | +181.3% | +161.2% |
| 1Y | +87.7% | -50.7% | +138.3% | +109.7% |
| All | +315.5% | -58.8% | +374.3% | +355.8% |
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