+42.1%
CVX vs PATH
-3.6%
+45.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.6% | +15.3% | -0.8% |
| 7D | +3.3% | -16.3% | +19.6% | +3.8% |
| 30D | +12.9% | +9.9% | +3.0% | +12.5% |
| 3M | +11.7% | +30.2% | -18.4% | +10.7% |
| 6M | +14.1% | +37.2% | -23.1% | +12.7% |
| YTD | +40.7% | -7.3% | +48.0% | +40.5% |
| 1Y | +37.5% | +40.0% | -2.5% | +33.2% |
| All | +42.1% | -3.6% | +45.6% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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