-40.9%
CELH vs TLN
+574.4%
-615.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | -11.2% | -1.3% | -9.9% | -11.1% |
| 30D | -1.4% | -14.3% | +12.9% | +0.4% |
| 3M | -4.2% | -9.3% | +5.1% | -3.7% |
| 6M | -40.5% | -1.1% | -39.4% | -41.3% |
| YTD | -40.5% | -16.6% | -23.9% | -40.2% |
| 1Y | -53.0% | -22.0% | -31.0% | -52.3% |
| 3Y | -59.1% | +470.2% | -529.2% | -79.1% |
| All | -40.9% | +574.4% | -615.3% | -70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling