-29.0%
CELH vs SW
+23.8%
-52.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.0% |
| 7D | +6.2% | -3.0% | +9.1% | +7.0% |
| 30D | +14.2% | +4.2% | +10.0% | +12.9% |
| 3M | +15.5% | -11.5% | +27.0% | +18.7% |
| 6M | +7.7% | +8.6% | -0.9% | +8.3% |
| YTD | -30.3% | +15.0% | -45.3% | -34.7% |
| 1Y | -29.0% | +25.7% | -54.7% | -38.5% |
| All | -29.0% | +23.8% | -52.8% | -38.5% |
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