-21.8%
PATH vs CAH
+180.3%
-202.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -3.6% |
| 7D | -5.6% | +6.7% | -12.3% | -5.4% |
| 30D | -0.7% | +14.7% | -15.4% | -0.3% |
| 3M | -5.9% | +12.0% | -17.8% | -5.5% |
| 6M | +21.6% | +36.2% | -14.7% | +23.4% |
| YTD | -20.6% | +31.3% | -51.9% | -19.9% |
| 1Y | -10.6% | +37.1% | -47.6% | -10.0% |
| All | -21.8% | +180.3% | -202.1% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling