-75.6%
PATH vs CAH
+511.5%
-587.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.3% |
| 7D | +0.7% | +3.9% | -3.2% | +0.4% |
| 30D | -1.1% | +16.0% | -17.2% | -2.2% |
| 3M | -14.2% | +19.1% | -33.2% | -15.2% |
| 6M | +30.9% | +53.0% | -22.2% | +27.2% |
| YTD | -20.1% | +36.6% | -56.7% | -22.1% |
| 1Y | -8.1% | +37.4% | -45.5% | -10.6% |
| 3Y | -24.3% | +178.8% | -203.1% | -35.1% |
| 5Y | -75.6% | +498.6% | -574.2% | -84.0% |
| All | -75.6% | +511.5% | -587.1% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling