+296.4%
ARM vs CELH
-54.3%
+350.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.0% | +6.9% | +4.5% |
| 7D | +5.5% | -7.0% | +12.5% | +6.8% |
| 30D | -8.2% | +5.2% | -13.4% | -10.0% |
| 3M | -35.9% | +10.5% | -46.4% | -38.1% |
| 6M | +103.1% | -32.7% | +135.8% | +116.6% |
| YTD | +130.6% | -33.0% | +163.6% | +144.9% |
| 1Y | +86.1% | -49.5% | +135.6% | +108.1% |
| All | +296.4% | -54.3% | +350.8% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling