-80.8%
PATH vs CAG
-49.0%
-31.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.3% |
| 7D | +2.1% | -3.3% | +5.4% | +2.0% |
| 30D | +1.6% | +7.7% | -6.1% | +1.9% |
| 3M | -20.4% | -3.2% | -17.3% | -20.5% |
| 6M | +40.1% | +7.0% | +33.2% | +40.7% |
| YTD | -19.0% | -9.0% | -10.1% | -19.6% |
| 1Y | -5.8% | -9.6% | +3.8% | -6.5% |
| 3Y | -22.9% | -36.0% | +13.0% | -23.6% |
| 5Y | -75.3% | -40.9% | -34.4% | -74.7% |
| All | -80.8% | -49.0% | -31.8% | -81.2% |
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