-77.1%
PATH vs CELH
-6.1%
-71.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | -2.7% | +7.4% | -10.2% | -5.1% |
| 30D | -1.4% | +16.4% | -17.7% | -6.4% |
| 3M | -16.4% | +17.6% | -34.0% | -21.3% |
| 6M | +23.3% | +7.8% | +15.4% | +16.9% |
| YTD | -19.8% | -27.8% | +7.9% | -14.4% |
| 1Y | -8.6% | -24.4% | +15.9% | -4.0% |
| 3Y | -24.0% | -42.5% | +18.5% | -23.6% |
| 5Y | -77.1% | +1.4% | -78.6% | -85.6% |
| All | -77.1% | -6.1% | -71.0% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling