-8.1%
PATH vs CAH
+38.5%
-46.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | +0.2% |
| 7D | -5.3% | +8.5% | -13.8% | -3.8% |
| 30D | -0.5% | +17.0% | -17.6% | +2.8% |
| 3M | -7.1% | +14.3% | -21.5% | -4.4% |
| 6M | +23.8% | +42.2% | -18.4% | +38.9% |
| YTD | -20.7% | +33.2% | -53.8% | -12.2% |
| 1Y | -8.1% | +38.2% | -46.3% | +4.8% |
| All | -8.1% | +38.5% | -46.5% | +4.8% |
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