-53.4%
CELH vs SW
+19.6%
-73.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.3% |
| 7D | -7.0% | -5.1% | -1.9% | -5.9% |
| 30D | +5.2% | -4.6% | +9.8% | +6.6% |
| 3M | +10.5% | +9.4% | +1.1% | +8.6% |
| 6M | -32.7% | +3.5% | -36.2% | -33.3% |
| YTD | -33.0% | +22.0% | -55.0% | -36.7% |
| 1Y | -49.5% | +2.2% | -51.7% | -50.6% |
| All | -53.4% | +19.6% | -73.0% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling