+7.1%
CELH vs SWKS
-53.5%
+60.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -4.5% |
| 7D | -7.0% | +12.5% | -19.5% | -11.7% |
| 30D | +5.2% | +10.5% | -5.3% | +0.8% |
| 3M | +10.5% | -7.4% | +17.9% | +12.4% |
| 6M | -32.7% | +32.7% | -65.4% | -43.5% |
| YTD | -33.0% | +19.2% | -52.1% | -41.4% |
| 1Y | -49.5% | +2.4% | -51.9% | -52.7% |
| 3Y | -52.6% | -25.6% | -27.0% | -51.5% |
| All | +7.1% | -53.5% | +60.6% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling