-78.0%
PATH vs CAH
+351.8%
-429.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.1% | -16.6% |
| 7D | -16.3% | +5.4% | -21.7% | -16.4% |
| 30D | +9.9% | +3.3% | +6.6% | +9.9% |
| 3M | +30.2% | +22.8% | +7.4% | +29.7% |
| 6M | +37.2% | +11.3% | +26.0% | +37.1% |
| YTD | -7.3% | +21.1% | -28.5% | -7.9% |
| 1Y | +40.0% | +67.2% | -27.2% | +34.6% |
| 3Y | -4.4% | +195.6% | -200.0% | -12.5% |
| 5Y | -76.0% | +413.8% | -489.9% | -79.0% |
| All | -78.0% | +351.8% | -429.8% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling