-80.4%
PATH vs CAG
-47.1%
-33.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.0% | -3.1% | +3.1% |
| 7D | -4.8% | +9.7% | -14.5% | -4.5% |
| 30D | +2.7% | +15.8% | -13.1% | +3.2% |
| 3M | -4.2% | +1.8% | -6.0% | -4.1% |
| 6M | +24.7% | +11.5% | +13.2% | +25.5% |
| YTD | -17.6% | -6.7% | -10.8% | -18.1% |
| 1Y | -5.3% | -5.6% | +0.3% | -5.9% |
| 3Y | -22.0% | -34.2% | +12.2% | -22.6% |
| 5Y | -76.5% | -39.4% | -37.1% | -76.0% |
| All | -80.4% | -47.1% | -33.3% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling