-6.1%
CELH vs TNA
-23.3%
+17.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | -11.2% | -7.3% | -4.0% | -8.4% |
| 30D | -1.4% | -14.2% | +12.7% | +4.6% |
| 3M | -4.2% | -4.6% | +0.4% | -2.8% |
| 6M | -40.5% | +36.9% | -77.4% | -49.3% |
| YTD | -40.5% | +42.5% | -83.0% | -50.8% |
| 1Y | -53.0% | +45.8% | -98.8% | -62.0% |
| 3Y | -59.1% | +104.7% | -163.7% | -77.3% |
| All | -6.1% | -23.3% | +17.2% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling