-5.3%
PATH vs CAH
+38.5%
-43.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +3.6% |
| 7D | -4.8% | +7.0% | -11.8% | -3.5% |
| 30D | +2.7% | +12.4% | -9.7% | +5.2% |
| 3M | -4.2% | +12.2% | -16.3% | -1.6% |
| 6M | +24.7% | +33.2% | -8.5% | +37.3% |
| YTD | -17.6% | +28.4% | -45.9% | -9.5% |
| 1Y | -5.3% | +35.0% | -40.4% | +7.4% |
| All | -5.3% | +38.5% | -43.9% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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