-81.1%
PATH vs CCI
-35.8%
-45.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.2% |
| 7D | -5.6% | +2.4% | -8.0% | -6.4% |
| 30D | -0.7% | +33.2% | -33.9% | -11.2% |
| 3M | -5.9% | +25.0% | -30.8% | -13.7% |
| 6M | +21.6% | +4.8% | +16.8% | +18.5% |
| YTD | -20.6% | +6.4% | -27.0% | -24.1% |
| 1Y | -10.6% | +6.5% | -17.0% | -14.6% |
| 3Y | -24.9% | +8.6% | -33.5% | -32.9% |
| 5Y | -76.8% | -35.3% | -41.5% | -72.1% |
| All | -81.1% | -35.8% | -45.4% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling