-81.2%
PATH vs CDE
+72.4%
-153.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.3% | -6.5% | -1.2% |
| 7D | -2.7% | +23.5% | -26.2% | -6.2% |
| 30D | -3.7% | -4.0% | +0.3% | -3.4% |
| 3M | -13.8% | -5.4% | -8.3% | -13.5% |
| 6M | +20.3% | -11.3% | +31.6% | +20.6% |
| YTD | -20.8% | -7.6% | -13.2% | -22.9% |
| 1Y | -9.2% | +12.1% | -21.3% | -15.1% |
| 3Y | -21.8% | +652.0% | -673.7% | -55.5% |
| 5Y | -77.4% | +137.3% | -214.7% | -84.5% |
| All | -81.2% | +72.4% | -153.6% | -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