-81.2%
PATH vs CAH
+396.7%
-477.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.1% |
| 7D | -5.3% | +8.5% | -13.8% | -5.6% |
| 30D | -0.5% | +17.0% | -17.6% | -1.0% |
| 3M | -7.1% | +14.3% | -21.5% | -7.5% |
| 6M | +23.8% | +42.2% | -18.4% | +22.7% |
| YTD | -20.7% | +33.2% | -53.8% | -21.5% |
| 1Y | -8.1% | +38.2% | -46.3% | -9.3% |
| 3Y | -21.8% | +178.4% | -200.2% | -27.7% |
| 5Y | -76.8% | +505.8% | -582.6% | -79.4% |
| All | -81.2% | +396.7% | -477.8% | -84.3% |
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