-48.4%
CELH vs TLN
-17.6%
-30.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.5% | +11.1% | +3.1% |
| 7D | +9.9% | -6.0% | +15.9% | +10.3% |
| 30D | +11.7% | -1.5% | +13.3% | +11.4% |
| 3M | +4.1% | -3.9% | +8.0% | +4.0% |
| 6M | -8.4% | -15.0% | +6.6% | -7.6% |
| YTD | -32.8% | -12.8% | -20.0% | -34.4% |
| 1Y | -48.4% | -17.3% | -31.0% | -47.5% |
| All | -48.4% | -17.6% | -30.8% | -47.5% |
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