-49.5%
CELH vs TLN
-17.2%
-32.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | -3.5% |
| 7D | -7.0% | +7.1% | -14.1% | -7.8% |
| 30D | +5.2% | -3.9% | +9.1% | +5.5% |
| 3M | +10.5% | -16.2% | +26.6% | +12.2% |
| 6M | -32.7% | -5.8% | -26.9% | -33.6% |
| YTD | -33.0% | -15.4% | -17.5% | -33.5% |
| 1Y | -49.5% | -16.7% | -32.9% | -45.9% |
| All | -49.5% | -17.2% | -32.4% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling