+40.0%
PATH vs CAI
-31.3%
+71.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.6% | -16.4% |
| 7D | -16.3% | -2.2% | -14.1% | -15.9% |
| 30D | +9.9% | +52.4% | -42.5% | +0.2% |
| 3M | +30.2% | +45.1% | -14.9% | +19.5% |
| 6M | +37.2% | +26.2% | +11.0% | +28.5% |
| YTD | -7.3% | -7.1% | -0.2% | -7.6% |
| 1Y | +40.0% | -31.0% | +71.0% | +52.3% |
| All | +40.0% | -31.3% | +71.3% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling