+37.2%
PATH vs CCI
-13.6%
+50.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.9% | -14.8% | -16.1% |
| 7D | -16.3% | -0.4% | -15.9% | -16.0% |
| 30D | +9.9% | +2.7% | +7.2% | +9.4% |
| 3M | +30.2% | -18.2% | +48.4% | +34.1% |
| 6M | +37.2% | -14.8% | +52.0% | +44.4% |
| All | +37.2% | -13.6% | +50.9% | +44.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling