+2,774.4%
CELH vs SW
+755.0%
+2,019.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.0% |
| 7D | -7.0% | -5.1% | -1.9% | -7.1% |
| 30D | +5.2% | -4.6% | +9.8% | +5.1% |
| 3M | +10.5% | +9.4% | +1.1% | +10.8% |
| 6M | -32.7% | +3.5% | -36.2% | -32.6% |
| YTD | -33.0% | +22.0% | -55.0% | -32.5% |
| 1Y | -49.5% | +2.2% | -51.7% | -49.5% |
| 3Y | -52.6% | +19.6% | -72.2% | -52.2% |
| 5Y | +5.2% | -2.3% | +7.6% | +4.5% |
| 10Y | +4,178.1% | +181.4% | +3,996.8% | +4,885.2% |
| All | +2,774.4% | +755.0% | +2,019.4% | +6,408.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling