+141.2%
CELH vs SWK
+263.8%
-122.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.4% | +7.2% |
| 7D | +10.4% | +11.0% | -0.6% | +5.4% |
| 30D | +19.5% | +30.1% | -10.6% | +6.5% |
| 3M | +35.3% | +14.7% | +20.6% | +27.3% |
| 6M | -2.0% | +44.5% | -46.5% | -16.7% |
| YTD | -29.7% | +59.4% | -89.1% | -43.4% |
| 1Y | -28.6% | +77.5% | -106.2% | -45.2% |
| 3Y | -45.5% | +49.5% | -94.9% | -56.9% |
| 5Y | -10.7% | -24.9% | +14.2% | -7.8% |
| 10Y | +4,822.5% | +31.8% | +4,790.7% | +3,777.9% |
| All | +141.2% | +263.8% | -122.6% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling