-59.9%
CELH vs TLN
+469.0%
-529.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.1% | -3.3% |
| 7D | -15.8% | +2.0% | -17.7% | -16.0% |
| 30D | -5.2% | -12.9% | +7.8% | -3.6% |
| 3M | -6.1% | -7.4% | +1.3% | -6.0% |
| 6M | -40.9% | -6.0% | -34.8% | -41.3% |
| YTD | -41.8% | -16.9% | -24.9% | -41.4% |
| 1Y | -52.6% | -22.6% | -30.0% | -51.8% |
| All | -59.9% | +469.0% | -529.0% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling