-12.6%
CELH vs ARES
+90.2%
-102.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -2.1% |
| 7D | -15.8% | -7.7% | -8.1% | -11.7% |
| 30D | -5.2% | -8.7% | +3.5% | -0.1% |
| 3M | -6.1% | +2.8% | -9.0% | -8.7% |
| 6M | -40.9% | +23.1% | -63.9% | -49.5% |
| YTD | -41.8% | -17.3% | -24.5% | -37.7% |
| 1Y | -52.6% | -24.3% | -28.3% | -46.8% |
| 3Y | -60.4% | +34.9% | -95.3% | -76.4% |
| 5Y | -12.6% | +93.5% | -106.1% | -65.9% |
| All | -12.6% | +90.2% | -102.9% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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