-75.9%
PATH vs CCI
-35.1%
-40.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.5% | -3.6% | +0.5% |
| 7D | -4.8% | +5.0% | -9.8% | -6.5% |
| 30D | +2.7% | +36.4% | -33.7% | -9.4% |
| 3M | -4.2% | +20.4% | -24.6% | -11.2% |
| 6M | +24.7% | +4.9% | +19.8% | +21.5% |
| YTD | -17.6% | +7.8% | -25.4% | -21.7% |
| 1Y | -5.3% | +7.3% | -12.6% | -9.9% |
| 3Y | -22.0% | +10.1% | -32.1% | -31.3% |
| All | -75.9% | -35.1% | -40.8% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling