+67.3%
CVX vs PATH
-21.4%
+88.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -3.8% |
| 7D | -5.3% | -4.8% | -0.5% | -5.2% |
| 30D | +5.1% | +2.7% | +2.4% | +5.0% |
| 3M | +14.9% | -4.2% | +19.1% | +14.9% |
| 6M | +14.9% | +24.7% | -9.9% | +13.8% |
| YTD | +46.3% | -17.6% | +63.9% | +46.6% |
| 1Y | +47.0% | -5.3% | +52.3% | +45.9% |
| All | +67.3% | -21.4% | +88.7% | +60.6% |
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