-45.5%
CELH vs SWKS
-0.7%
-44.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.2% | +5.9% | +6.8% |
| 7D | +10.4% | -6.2% | +16.6% | +11.7% |
| 30D | +19.5% | -1.5% | +21.0% | +19.6% |
| 3M | +35.3% | +23.0% | +12.3% | +27.4% |
| 6M | -2.0% | +27.6% | -29.6% | -10.4% |
| YTD | -29.7% | +32.3% | -62.0% | -37.1% |
| 1Y | -28.6% | +20.1% | -48.8% | -34.3% |
| 3Y | -45.5% | +0.6% | -46.1% | -50.6% |
| All | -45.5% | -0.7% | -44.8% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling