-49.1%
CELH vs SW
+40.4%
-89.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | +6.7% | +4.7% | +2.0% | +5.5% |
| 30D | +10.1% | +5.0% | +5.1% | +8.7% |
| 3M | +3.1% | -7.3% | +10.4% | +5.1% |
| 6M | -10.4% | +15.0% | -25.4% | -13.0% |
| YTD | -34.3% | +18.5% | -52.8% | -37.6% |
| 1Y | -49.9% | +27.1% | -77.0% | -53.3% |
| All | -49.1% | +40.4% | -89.4% | -56.2% |
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