-2.0%
CELH vs SW
+9.6%
-11.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +8.0% | +7.4% |
| 7D | +10.4% | +2.3% | +8.1% | +9.4% |
| 30D | +19.5% | +6.8% | +12.7% | +16.1% |
| 3M | +35.3% | -5.2% | +40.5% | +38.5% |
| 6M | -2.0% | +7.4% | -9.4% | +0.2% |
| All | -2.0% | +9.6% | -11.5% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling