-9.3%
CELH vs ARMK
+148.5%
-157.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -5.8% |
| 7D | -11.7% | +0.3% | -12.0% | -11.8% |
| 30D | +1.6% | +2.4% | -0.8% | -0.1% |
| 3M | -2.0% | +6.1% | -8.0% | -5.7% |
| 6M | -36.2% | +41.8% | -77.9% | -49.6% |
| YTD | -39.6% | +55.5% | -95.1% | -55.5% |
| 1Y | -50.7% | +49.6% | -100.3% | -62.9% |
| 3Y | -58.9% | +122.8% | -181.7% | -79.0% |
| All | -9.3% | +148.5% | -157.8% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling