+4,242.0%
CELH vs ARMK
+131.4%
+4,110.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +0.8% | +2.7% | -1.9% | -0.1% |
| 30D | +19.3% | -1.5% | +20.8% | +19.7% |
| 3M | +12.6% | -11.6% | +24.2% | +17.3% |
| 6M | +16.4% | +6.7% | +9.6% | +13.2% |
| YTD | -29.1% | +47.4% | -76.5% | -39.2% |
| 1Y | -26.3% | +41.5% | -67.8% | -35.9% |
| 3Y | -40.1% | +95.5% | -135.7% | -54.4% |
| 5Y | +16.7% | +108.4% | -91.7% | -12.5% |
| All | +4,242.0% | +131.4% | +4,110.6% | +3,377.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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