-80.4%
PATH vs CCEP
+144.6%
-225.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +1.3% |
| 7D | -4.8% | +4.2% | -9.0% | -6.5% |
| 30D | +2.7% | +14.2% | -11.5% | -3.3% |
| 3M | -4.2% | +9.1% | -13.3% | -7.9% |
| 6M | +24.7% | +26.9% | -2.1% | +11.9% |
| YTD | -17.6% | +29.1% | -46.7% | -28.2% |
| 1Y | -5.3% | +36.8% | -42.1% | -20.5% |
| 3Y | -22.0% | +108.5% | -130.5% | -52.9% |
| 5Y | -76.5% | +155.8% | -232.3% | -87.7% |
| All | -80.4% | +144.6% | -225.1% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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