-53.0%
CELH vs TLN
-23.3%
-29.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.3% |
| 3M | -4.2% | -9.3% | +5.1% | -4.1% |
| 6M | -40.5% | -1.1% | -39.4% | -42.1% |
| YTD | -40.5% | -16.6% | -23.9% | -40.9% |
| 1Y | -53.0% | -22.0% | -31.0% | -49.4% |
| All | -53.0% | -23.3% | -29.7% | -49.4% |
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