-81.0%
PATH vs CAH
+408.3%
-489.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -2.7% | +5.9% | -8.7% | -2.9% |
| 30D | -1.4% | +16.5% | -17.9% | -1.8% |
| 3M | -16.4% | +15.7% | -32.2% | -16.8% |
| 6M | +23.3% | +52.7% | -29.4% | +22.0% |
| YTD | -19.8% | +36.3% | -56.1% | -20.7% |
| 1Y | -8.6% | +36.7% | -45.3% | -9.6% |
| 3Y | -24.0% | +178.2% | -202.2% | -29.6% |
| 5Y | -77.1% | +515.8% | -592.9% | -79.7% |
| All | -81.0% | +408.3% | -489.3% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling