-26.4%
CELH vs SWKS
+30.0%
-56.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.0% | -5.2% | +0.6% |
| 7D | +7.4% | +5.7% | +1.8% | +7.3% |
| 30D | +16.4% | +17.3% | -0.9% | +15.9% |
| 3M | +17.6% | +28.3% | -10.6% | +14.9% |
| 6M | +7.8% | +26.1% | -18.2% | +3.5% |
| YTD | -27.8% | +41.1% | -68.9% | -34.3% |
| All | -26.4% | +30.0% | -56.4% | -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