-55.2%
CELH vs SWK
+18.2%
-73.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | -7.0% | -0.4% | -6.6% | -6.9% |
| 30D | +5.2% | -5.7% | +10.9% | +7.7% |
| 3M | +10.5% | +24.1% | -13.6% | +2.5% |
| 6M | -32.7% | +24.7% | -57.4% | -38.1% |
| YTD | -33.0% | +33.9% | -66.9% | -40.2% |
| 1Y | -49.5% | +34.7% | -84.2% | -55.2% |
| All | -55.2% | +18.2% | -73.4% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling