+130.0%
CELH vs ARWR
+113.7%
+16.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -7.0% | +1.7% | -8.7% | -7.1% |
| 30D | +5.2% | -0.7% | +5.8% | +5.3% |
| 3M | +10.5% | +14.9% | -4.4% | +9.1% |
| 6M | -32.7% | +32.6% | -65.3% | -34.5% |
| YTD | -33.0% | +30.0% | -63.0% | -34.7% |
| 1Y | -49.5% | +208.4% | -257.9% | -54.2% |
| 3Y | -52.6% | +208.8% | -261.4% | -58.5% |
| 5Y | +5.2% | +27.8% | -22.6% | -2.9% |
| 10Y | +4,178.1% | +1,107.6% | +3,070.6% | +3,474.9% |
| All | +130.0% | +113.7% | +16.2% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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