-10.6%
PATH vs CAG
-2.9%
-7.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.5% | -3.5% |
| 7D | -5.6% | +11.4% | -16.9% | -5.0% |
| 30D | -0.7% | +16.7% | -17.3% | +0.3% |
| 3M | -5.9% | +4.5% | -10.4% | -5.6% |
| 6M | +21.6% | +13.3% | +8.2% | +22.9% |
| YTD | -20.6% | -4.2% | -16.5% | -21.7% |
| 1Y | -10.6% | -2.9% | -7.7% | -11.7% |
| All | -10.6% | -2.9% | -7.7% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling