+5.2%
PATH vs CAI
-3.6%
+8.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -21.6% | +17.9% | +0.2% |
| 7D | -5.6% | -28.0% | +22.4% | -0.3% |
| 30D | -0.7% | -5.2% | +4.5% | -0.2% |
| 3M | -5.9% | +58.2% | -64.1% | -14.9% |
| 6M | +21.6% | +37.4% | -15.8% | +11.8% |
| YTD | -20.6% | -3.5% | -17.1% | -23.4% |
| 1Y | -10.6% | -10.9% | +0.3% | -13.4% |
| All | +5.2% | -3.6% | +8.8% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling