-21.8%
PATH vs CAG
-34.1%
+12.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | -0.2% |
| 7D | -5.3% | +5.8% | -11.1% | -5.1% |
| 30D | -0.5% | +16.4% | -16.9% | +0.2% |
| 3M | -7.1% | +3.8% | -11.0% | -6.9% |
| 6M | +23.8% | +10.8% | +13.0% | +24.7% |
| YTD | -20.7% | -5.8% | -14.9% | -21.5% |
| 1Y | -8.1% | -2.4% | -5.7% | -9.0% |
| 3Y | -21.8% | -33.4% | +11.6% | -18.4% |
| All | -21.8% | -34.1% | +12.3% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling