-78.0%
PATH vs CCI
-47.2%
-30.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.9% | -14.8% | -15.9% |
| 7D | -16.3% | -0.4% | -15.9% | -16.1% |
| 30D | +9.9% | +2.7% | +7.2% | +8.9% |
| 3M | +30.2% | -18.2% | +48.4% | +40.1% |
| 6M | +37.2% | -14.8% | +52.0% | +44.7% |
| YTD | -7.3% | -12.6% | +5.3% | -4.1% |
| 1Y | +40.0% | -16.7% | +56.7% | +47.8% |
| 3Y | -4.4% | -10.5% | +6.1% | -7.9% |
| 5Y | -76.0% | -51.4% | -24.6% | -68.8% |
| All | -78.0% | -47.2% | -30.8% | -72.1% |
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