-55.2%
CELH vs SWKS
-20.0%
-35.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -3.9% |
| 7D | -7.0% | +12.5% | -19.5% | -9.8% |
| 30D | +5.2% | +10.5% | -5.3% | +2.6% |
| 3M | +10.5% | -7.4% | +17.9% | +11.6% |
| 6M | -32.7% | +32.7% | -65.4% | -39.4% |
| YTD | -33.0% | +19.2% | -52.1% | -38.1% |
| 1Y | -49.5% | +2.4% | -51.9% | -51.3% |
| All | -55.2% | -20.0% | -35.2% | -56.5% |
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