-81.2%
PATH vs CAG
-47.1%
-34.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.1% |
| 7D | -2.7% | +4.6% | -7.3% | -2.6% |
| 30D | -3.7% | +14.7% | -18.4% | -3.3% |
| 3M | -13.8% | +2.4% | -16.1% | -13.7% |
| 6M | +20.3% | +10.7% | +9.6% | +20.9% |
| YTD | -20.8% | -5.5% | -15.3% | -21.3% |
| 1Y | -9.2% | -4.6% | -4.6% | -9.7% |
| 3Y | -21.8% | -34.4% | +12.7% | -22.3% |
| 5Y | -77.4% | -39.2% | -38.3% | -76.9% |
| All | -81.2% | -47.1% | -34.1% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling