+7.1%
CELH vs SW
-2.3%
+9.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.3% |
| 7D | -7.0% | -5.1% | -1.9% | -6.0% |
| 30D | +5.2% | -4.6% | +9.8% | +6.4% |
| 3M | +10.5% | +9.4% | +1.1% | +8.6% |
| 6M | -32.7% | +3.5% | -36.2% | -33.4% |
| YTD | -33.0% | +22.0% | -55.0% | -36.3% |
| 1Y | -49.5% | +2.2% | -51.7% | -50.5% |
| 3Y | -52.6% | +19.6% | -72.2% | -55.9% |
| All | +7.1% | -2.3% | +9.5% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling