+4.9%
PATH vs CAI
-5.3%
+10.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -2.7% | -20.3% | +17.6% | +1.0% |
| 30D | -3.7% | -13.9% | +10.2% | -1.5% |
| 3M | -13.8% | +12.4% | -26.2% | -16.9% |
| 6M | +20.3% | +58.3% | -38.0% | +7.9% |
| YTD | -20.8% | -5.2% | -15.6% | -23.4% |
| 1Y | -9.2% | -0.2% | -9.1% | -12.4% |
| All | +4.9% | -5.3% | +10.2% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling