-26.4%
CELH vs SWKS
+20.8%
-47.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | +9.4% | -3.1% | +12.6% | +9.4% |
| 30D | +14.8% | +8.3% | +6.4% | +14.5% |
| 3M | +20.5% | +20.2% | +0.3% | +17.9% |
| 6M | +1.6% | +24.9% | -23.4% | -3.3% |
| YTD | -28.3% | +33.2% | -61.4% | -34.8% |
| 1Y | -26.4% | +23.6% | -50.0% | -29.8% |
| All | -26.4% | +20.8% | -47.2% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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