-81.2%
PATH vs CAG
-47.2%
-33.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | -0.1% |
| 7D | -5.3% | +5.8% | -11.1% | -5.1% |
| 30D | -0.5% | +16.4% | -16.9% | 0.0% |
| 3M | -7.1% | +3.8% | -11.0% | -7.0% |
| 6M | +23.8% | +10.8% | +13.0% | +24.4% |
| YTD | -20.7% | -5.8% | -14.9% | -21.1% |
| 1Y | -8.1% | -2.4% | -5.7% | -8.5% |
| 3Y | -21.8% | -33.4% | +11.6% | -22.4% |
| 5Y | -76.8% | -39.4% | -37.4% | -76.3% |
| All | -81.2% | -47.2% | -33.9% | -81.5% |
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