-8.6%
PATH vs CAH
+37.8%
-46.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | 0.0% |
| 7D | -2.7% | +7.8% | -10.5% | -1.2% |
| 30D | -3.7% | +15.5% | -19.2% | -0.7% |
| 3M | -13.8% | +16.3% | -30.1% | -10.9% |
| 6M | +20.3% | +50.0% | -29.7% | +38.2% |
| YTD | -20.8% | +34.7% | -55.5% | -11.4% |
| All | -8.6% | +37.8% | -46.4% | +3.3% |
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