+4,878.5%
CELH vs SWK
+32.9%
+4,845.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +2.0% |
| 7D | +10.8% | +10.7% | +0.1% | +5.7% |
| 30D | +16.1% | +33.3% | -17.2% | +2.1% |
| 3M | +19.5% | +14.7% | +4.9% | +12.1% |
| 6M | +2.8% | +48.5% | -45.7% | -14.0% |
| YTD | -27.4% | +63.9% | -91.3% | -42.7% |
| 1Y | -20.1% | +80.4% | -100.5% | -39.5% |
| 3Y | -42.9% | +58.1% | -101.0% | -56.4% |
| 5Y | -1.9% | -24.5% | +22.6% | +1.4% |
| 10Y | +4,878.5% | +29.5% | +4,849.0% | +3,979.1% |
| All | +4,878.5% | +32.9% | +4,845.6% | +3,979.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling