-42.9%
CELH vs SW
+48.2%
-91.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +10.8% | +1.8% | +9.0% | +10.3% |
| 30D | +16.1% | +7.0% | +9.1% | +14.1% |
| 3M | +19.5% | -7.6% | +27.2% | +21.8% |
| 6M | +2.8% | +8.5% | -5.8% | +1.1% |
| YTD | -27.4% | +17.7% | -45.1% | -31.0% |
| 1Y | -20.1% | +27.1% | -47.1% | -25.5% |
| 3Y | -42.9% | +48.2% | -91.1% | -50.5% |
| All | -42.9% | +48.2% | -91.1% | -50.5% |
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 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