+311.3%
ARM vs CELH
-56.0%
+367.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.6% | +7.3% | +4.4% |
| 7D | +11.4% | -3.8% | +15.2% | +12.1% |
| 30D | -7.4% | +6.4% | -13.9% | -8.9% |
| 3M | -24.5% | +5.6% | -30.1% | -26.4% |
| 6M | +128.7% | -31.1% | +159.8% | +142.0% |
| YTD | +139.3% | -35.4% | +174.6% | +155.6% |
| 1Y | +88.0% | -46.9% | +134.8% | +107.3% |
| All | +311.3% | -56.0% | +367.2% | +346.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling