-76.5%
PATH vs CB
+108.7%
-185.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.5% |
| 7D | -4.8% | +5.3% | -10.0% | -5.8% |
| 30D | +2.7% | +13.2% | -10.6% | 0.0% |
| 3M | -4.2% | +7.8% | -11.9% | -5.7% |
| 6M | +24.7% | +15.8% | +9.0% | +21.3% |
| YTD | -17.6% | +21.0% | -38.5% | -20.8% |
| 1Y | -5.3% | +32.2% | -37.5% | -11.1% |
| 3Y | -22.0% | +76.7% | -98.7% | -35.6% |
| 5Y | -76.5% | +110.4% | -186.9% | -82.1% |
| All | -76.5% | +108.7% | -185.2% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling