-81.2%
PATH vs CELH
+75.0%
-156.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.1% | -2.3% |
| 7D | -5.3% | +10.4% | -15.8% | -8.3% |
| 30D | -0.5% | +19.5% | -20.0% | -6.1% |
| 3M | -7.1% | +35.3% | -42.4% | -16.1% |
| 6M | +23.8% | -2.0% | +25.8% | +21.4% |
| YTD | -20.7% | -29.7% | +9.0% | -14.9% |
| 1Y | -8.1% | -28.6% | +20.6% | -2.3% |
| 3Y | -21.8% | -45.5% | +23.6% | -19.4% |
| 5Y | -76.8% | -10.7% | -66.1% | -84.9% |
| All | -81.2% | +75.0% | -156.2% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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