-5.3%
PATH vs CCI
+7.6%
-12.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.5% | -3.6% | +1.9% |
| 7D | -4.8% | +5.0% | -9.8% | -5.5% |
| 30D | +2.7% | +36.4% | -33.7% | -2.3% |
| 3M | -4.2% | +20.4% | -24.6% | -6.9% |
| 6M | +24.7% | +4.9% | +19.8% | +22.0% |
| YTD | -17.6% | +7.8% | -25.4% | -20.7% |
| 1Y | -5.3% | +7.3% | -12.6% | -8.8% |
| All | -5.3% | +7.6% | -12.9% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling