-7.2%
CELH vs SWKS
-42.6%
+35.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.2% | +5.9% | +6.6% |
| 7D | +10.4% | -6.2% | +16.6% | +13.0% |
| 30D | +19.5% | -1.5% | +21.0% | +19.7% |
| 3M | +35.3% | +23.0% | +12.3% | +20.9% |
| 6M | -2.0% | +27.6% | -29.6% | -16.9% |
| YTD | -29.7% | +32.3% | -62.0% | -42.7% |
| 1Y | -28.6% | +20.1% | -48.8% | -38.9% |
| 3Y | -45.5% | +0.6% | -46.1% | -55.2% |
| All | -7.2% | -42.6% | +35.4% | +27.8% |
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 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