-77.0%
PATH vs CAH
+507.2%
-584.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.2% |
| 7D | -5.3% | +8.5% | -13.8% | -5.8% |
| 30D | -0.5% | +17.0% | -17.6% | -1.5% |
| 3M | -7.1% | +14.6% | -21.7% | -7.9% |
| 6M | +23.8% | +42.5% | -18.7% | +21.3% |
| YTD | -20.7% | +33.5% | -54.2% | -22.3% |
| 1Y | -8.1% | +38.5% | -46.6% | -10.5% |
| 3Y | -21.8% | +179.0% | -200.8% | -32.1% |
| All | -77.0% | +507.2% | -584.2% | -83.4% |
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