-81.4%
PATH vs CDE
+60.3%
-141.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.1% | +5.9% | 0.0% |
| 7D | -2.3% | +14.0% | -16.3% | -4.6% |
| 30D | -4.8% | -10.7% | +5.9% | -3.3% |
| 3M | -17.7% | -15.8% | -1.9% | -15.8% |
| 6M | +18.9% | -17.5% | +36.4% | +20.7% |
| YTD | -21.7% | -14.1% | -7.6% | -22.8% |
| 1Y | -9.6% | +2.9% | -12.6% | -14.3% |
| 3Y | -25.8% | +625.5% | -651.3% | -57.6% |
| 5Y | -77.1% | +117.1% | -194.2% | -84.0% |
| All | -81.4% | +60.3% | -141.7% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 10y: compounded portfolio wealth divided by compounded CDE 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…
10y analysis · Full analysis span regression · 6 months rolling