-47.3%
CELH vs SWK
+25.7%
-72.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.5% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +6.4% | -8.9% | +15.4% | +10.2% |
| 3M | +5.6% | +20.5% | -14.9% | 0.0% |
| 6M | -31.1% | +27.1% | -58.2% | -36.3% |
| YTD | -35.4% | +30.2% | -65.6% | -41.6% |
| All | -47.3% | +25.7% | -72.9% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling