-35.8%
CELH vs TLN
+602.5%
-638.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -3.9% |
| 7D | -3.8% | +10.9% | -14.7% | -5.1% |
| 30D | +6.4% | -6.3% | +12.8% | +7.1% |
| 3M | +5.6% | -10.7% | +16.3% | +6.3% |
| 6M | -31.1% | +1.6% | -32.8% | -32.4% |
| YTD | -35.4% | -13.1% | -22.3% | -35.4% |
| 1Y | -46.9% | -15.1% | -31.8% | -46.6% |
| 3Y | -56.0% | +495.0% | -551.0% | -77.7% |
| All | -35.8% | +602.5% | -638.3% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling