-80.8%
PATH vs CDE
+46.6%
-127.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.7% |
| 7D | +2.1% | -9.6% | +11.7% | +3.7% |
| 30D | +1.6% | -6.7% | +8.3% | +2.4% |
| 3M | -20.4% | -24.2% | +3.8% | -17.2% |
| 6M | +40.1% | -29.1% | +69.2% | +46.0% |
| YTD | -19.0% | -21.5% | +2.5% | -19.0% |
| 1Y | -5.8% | -7.4% | +1.6% | -9.0% |
| 3Y | -22.9% | +596.3% | -619.2% | -55.7% |
| 5Y | -75.3% | +95.7% | -171.0% | -82.4% |
| All | -80.8% | +46.6% | -127.3% | -85.3% |
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