-40.0%
CELH vs TLN
+589.3%
-629.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.9% | -4.6% | -6.3% |
| 7D | -11.7% | +5.8% | -17.5% | -12.3% |
| 30D | +1.6% | -6.9% | +8.4% | +2.3% |
| 3M | -2.0% | -10.9% | +8.9% | -1.2% |
| 6M | -36.2% | -4.6% | -31.6% | -36.7% |
| YTD | -39.6% | -14.7% | -24.9% | -39.4% |
| 1Y | -50.7% | -17.9% | -32.8% | -50.2% |
| 3Y | -58.9% | +483.9% | -542.7% | -79.1% |
| All | -40.0% | +589.3% | -629.3% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling