-76.8%
PATH vs CAH
+498.1%
-574.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -3.8% |
| 7D | -5.6% | +6.7% | -12.3% | -6.0% |
| 30D | -0.7% | +14.7% | -15.4% | -1.5% |
| 3M | -5.9% | +12.0% | -17.8% | -6.5% |
| 6M | +21.6% | +36.2% | -14.7% | +19.5% |
| YTD | -20.6% | +31.3% | -51.9% | -22.2% |
| 1Y | -10.6% | +37.1% | -47.6% | -12.9% |
| 3Y | -24.9% | +178.3% | -203.2% | -34.9% |
| 5Y | -76.8% | +497.1% | -573.9% | -83.3% |
| All | -76.8% | +498.1% | -574.9% | -83.3% |
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 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