-81.1%
PATH vs CAH
+389.5%
-470.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -3.8% |
| 7D | -5.6% | +6.7% | -12.3% | -5.8% |
| 30D | -0.7% | +14.7% | -15.4% | -1.1% |
| 3M | -5.9% | +12.0% | -17.8% | -6.2% |
| 6M | +21.6% | +36.2% | -14.7% | +20.7% |
| YTD | -20.6% | +31.3% | -51.9% | -21.4% |
| 1Y | -10.6% | +37.1% | -47.6% | -11.8% |
| 3Y | -24.9% | +178.3% | -203.2% | -30.6% |
| 5Y | -76.8% | +497.1% | -573.9% | -79.4% |
| All | -81.1% | +389.5% | -470.7% | -84.3% |
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 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