-75.7%
PATH vs CAG
-40.1%
-35.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.7% | -16.6% |
| 7D | -16.3% | -3.8% | -12.5% | -16.4% |
| 30D | +9.9% | +3.1% | +6.8% | +10.0% |
| 3M | +30.2% | +23.5% | +6.7% | +31.6% |
| 6M | +37.2% | -14.8% | +52.1% | +35.5% |
| YTD | -7.3% | -5.4% | -1.9% | -7.9% |
| 1Y | +40.0% | -11.8% | +51.8% | +39.1% |
| 3Y | -4.4% | -36.7% | +32.3% | -4.7% |
| All | -75.7% | -40.1% | -35.6% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling