+3,733.8%
CELH vs TNA
+86.1%
+3,647.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | -11.2% | -7.3% | -4.0% | -8.7% |
| 30D | -1.4% | -14.2% | +12.7% | +4.0% |
| 3M | -4.2% | -4.6% | +0.4% | -2.9% |
| 6M | -40.5% | +36.9% | -77.4% | -48.3% |
| YTD | -40.5% | +42.5% | -83.0% | -49.6% |
| 1Y | -53.0% | +45.8% | -98.8% | -60.9% |
| 3Y | -59.1% | +104.7% | -163.7% | -74.2% |
| 5Y | -10.7% | -21.7% | +11.0% | -24.0% |
| All | +3,733.8% | +86.1% | +3,647.7% | +2,276.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling