+4,198.1%
CELH vs SWK
+3.6%
+4,194.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.4% |
| 7D | -7.0% | -0.4% | -6.6% | -6.8% |
| 30D | +5.2% | -5.7% | +10.9% | +8.2% |
| 3M | +10.5% | +24.1% | -13.6% | +0.5% |
| 6M | -32.7% | +24.7% | -57.4% | -39.6% |
| YTD | -33.0% | +33.9% | -66.9% | -41.9% |
| 1Y | -49.5% | +34.7% | -84.2% | -56.5% |
| 3Y | -52.6% | +15.3% | -67.9% | -58.2% |
| 5Y | +5.2% | -39.3% | +44.5% | +19.6% |
| All | +4,198.1% | +3.6% | +4,194.6% | +3,824.5% |
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