-78.0%
PATH vs CB
+126.6%
-204.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.9% | -14.7% | -16.4% |
| 7D | -16.3% | +0.5% | -16.8% | -16.3% |
| 30D | +9.9% | -3.1% | +13.0% | +10.4% |
| 3M | +30.2% | +9.0% | +21.2% | +29.1% |
| 6M | +37.2% | +2.9% | +34.4% | +36.9% |
| YTD | -7.3% | +10.1% | -17.4% | -8.5% |
| 1Y | +40.0% | +22.8% | +17.2% | +35.5% |
| 3Y | -4.4% | +73.8% | -78.2% | -16.4% |
| 5Y | -76.0% | +99.2% | -175.2% | -79.0% |
| All | -78.0% | +126.6% | -204.6% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling