-9.6%
PATH vs CAH
+39.1%
-48.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.0% |
| 7D | -2.3% | +9.4% | -11.7% | -0.5% |
| 30D | -4.8% | +16.5% | -21.3% | -1.7% |
| 3M | -17.7% | +17.0% | -34.7% | -14.9% |
| 6M | +18.9% | +51.4% | -32.5% | +36.8% |
| YTD | -21.7% | +36.0% | -57.7% | -12.3% |
| 1Y | -9.6% | +36.0% | -45.7% | +2.3% |
| All | -9.6% | +39.1% | -48.7% | +2.3% |
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 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