-78.0%
PATH vs CAG
-47.0%
-31.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.7% | -16.7% |
| 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% | +32.0% |
| 6M | +37.2% | -14.8% | +52.1% | +35.2% |
| YTD | -7.3% | -5.4% | -1.9% | -7.9% |
| 1Y | +40.0% | -11.8% | +51.8% | +38.9% |
| 3Y | -4.4% | -36.7% | +32.3% | -5.4% |
| 5Y | -76.0% | -40.3% | -35.8% | -75.6% |
| All | -78.0% | -47.0% | -31.0% | -78.4% |
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 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