-48.4%
CELH vs TNA
+37.5%
-85.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +1.4% |
| 7D | +9.9% | +2.4% | +7.5% | +9.1% |
| 30D | +11.7% | -0.9% | +12.6% | +11.7% |
| 3M | +4.1% | -19.2% | +23.3% | +9.8% |
| 6M | -8.4% | -0.8% | -7.6% | -10.3% |
| YTD | -32.8% | +33.2% | -66.0% | -44.7% |
| 1Y | -48.4% | +38.5% | -86.9% | -59.4% |
| All | -48.4% | +37.5% | -85.8% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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