-48.4%
CELH vs SW
+29.5%
-77.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.5% |
| 7D | +9.9% | +12.1% | -2.2% | +6.7% |
| 30D | +11.7% | +6.6% | +5.2% | +9.8% |
| 3M | +4.1% | -6.0% | +10.1% | +5.6% |
| 6M | -8.4% | +21.5% | -29.9% | -9.9% |
| YTD | -32.8% | +20.3% | -53.1% | -38.6% |
| 1Y | -48.4% | +28.1% | -76.5% | -55.5% |
| All | -48.4% | +29.5% | -77.9% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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