-22.9%
PATH vs CELH
-43.7%
+20.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | +1.6% | +19.3% | -17.7% | -1.8% |
| 3M | -20.4% | +12.6% | -33.1% | -22.5% |
| 6M | +40.1% | +16.4% | +23.8% | +34.2% |
| YTD | -19.0% | -29.1% | +10.1% | -16.1% |
| 1Y | -5.8% | -26.3% | +20.5% | -3.1% |
| 3Y | -22.9% | -40.1% | +17.2% | -20.0% |
| All | -22.9% | -43.7% | +20.7% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling