+1,675.3%
CELH vs TENB
-3.6%
+1,679.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | -1.8% |
| 7D | -15.8% | -7.1% | -8.6% | -13.3% |
| 30D | -5.2% | -15.4% | +10.2% | -0.3% |
| 3M | -6.1% | +19.5% | -25.6% | -15.6% |
| 6M | -40.9% | +54.8% | -95.7% | -53.4% |
| YTD | -41.8% | +36.1% | -77.9% | -52.5% |
| 1Y | -52.6% | +7.0% | -59.6% | -57.0% |
| 3Y | -60.4% | -27.6% | -32.8% | -59.2% |
| 5Y | -12.6% | -30.5% | +17.8% | -9.6% |
| All | +1,675.3% | -3.6% | +1,679.0% | +1,294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 all: compounded portfolio wealth divided by compounded TENB 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…
all analysis · Full analysis span regression · 6 months rolling