-75.2%
PATH vs CAH
+505.3%
-580.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +2.1% | +3.5% | -1.4% | +1.8% |
| 30D | +1.6% | +13.5% | -11.9% | +0.7% |
| 3M | -20.4% | +21.8% | -42.3% | -21.5% |
| 6M | +40.1% | +51.5% | -11.4% | +36.3% |
| YTD | -19.0% | +38.1% | -57.1% | -21.2% |
| 1Y | -5.8% | +37.7% | -43.5% | -8.3% |
| 3Y | -22.9% | +179.6% | -202.5% | -33.9% |
| All | -75.2% | +505.3% | -580.5% | -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