+1.2%
CELH vs SWKS
-52.0%
+53.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -4.4% |
| 7D | -3.8% | +11.8% | -15.6% | -8.4% |
| 30D | +6.4% | +6.7% | -0.3% | +3.2% |
| 3M | +5.6% | 0.0% | +5.6% | +4.1% |
| 6M | -31.1% | +38.7% | -69.9% | -43.3% |
| YTD | -35.4% | +21.4% | -56.7% | -44.0% |
| 1Y | -46.9% | +2.9% | -49.8% | -50.3% |
| 3Y | -56.0% | -16.4% | -39.6% | -58.4% |
| 5Y | +1.2% | -51.2% | +52.4% | +49.6% |
| All | +1.2% | -52.0% | +53.2% | +49.6% |
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