-52.6%
CELH vs ARMK
+49.9%
-102.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | -15.8% | -0.9% | -14.8% | -15.6% |
| 30D | -5.2% | -5.9% | +0.8% | -4.4% |
| 3M | -6.1% | +6.7% | -12.8% | -6.8% |
| 6M | -40.9% | +42.5% | -83.4% | -43.2% |
| YTD | -41.8% | +55.1% | -96.9% | -45.6% |
| 1Y | -52.6% | +50.3% | -103.0% | -55.3% |
| All | -52.6% | +49.9% | -102.6% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling