-78.0%
PATH vs CCEP
+123.3%
-201.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.1% | -13.5% | -15.3% |
| 7D | -16.3% | -3.1% | -13.2% | -15.0% |
| 30D | +9.9% | -2.6% | +12.5% | +11.3% |
| 3M | +30.2% | +14.9% | +15.2% | +22.6% |
| 6M | +37.2% | +2.3% | +35.0% | +35.2% |
| YTD | -7.3% | +17.8% | -25.2% | -15.8% |
| 1Y | +40.0% | +24.2% | +15.8% | +22.3% |
| 3Y | -4.4% | +84.7% | -89.1% | -38.4% |
| 5Y | -76.0% | +103.2% | -179.2% | -87.1% |
| All | -78.0% | +123.3% | -201.3% | -86.6% |
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