-78.0%
PATH vs CELH
+66.8%
-144.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.0% | -13.6% | -15.7% |
| 7D | -16.3% | -7.0% | -9.3% | -14.3% |
| 30D | +9.9% | +5.2% | +4.7% | +6.8% |
| 3M | +30.2% | +10.5% | +19.7% | +24.1% |
| 6M | +37.2% | -32.7% | +69.9% | +51.0% |
| YTD | -7.3% | -33.0% | +25.6% | +1.3% |
| 1Y | +40.0% | -49.5% | +89.5% | +64.2% |
| 3Y | -4.4% | -52.6% | +48.2% | +3.8% |
| 5Y | -76.0% | +5.2% | -81.2% | -84.4% |
| All | -78.0% | +66.8% | -144.8% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling