+4,198.1%
CELH vs SW
+147.8%
+4,050.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.1% |
| 7D | -7.0% | -5.1% | -1.9% | -6.6% |
| 30D | +5.2% | -4.6% | +9.8% | +5.7% |
| 3M | +10.5% | +9.4% | +1.1% | +9.7% |
| 6M | -32.7% | +3.5% | -36.2% | -33.0% |
| YTD | -33.0% | +22.0% | -55.0% | -34.3% |
| 1Y | -49.5% | +2.2% | -51.7% | -49.9% |
| 3Y | -52.6% | +19.6% | -72.2% | -53.7% |
| 5Y | +5.2% | -2.3% | +7.6% | +0.1% |
| All | +4,198.1% | +147.8% | +4,050.4% | +4,099.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling