-76.8%
PATH vs CDNS
+72.9%
-149.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | +0.1% |
| 7D | -5.6% | -9.1% | +3.6% | +0.8% |
| 30D | -0.7% | -13.4% | +12.7% | +9.0% |
| 3M | -5.9% | -7.6% | +1.7% | -1.8% |
| 6M | +21.6% | -11.9% | +33.5% | +29.7% |
| YTD | -20.6% | -0.4% | -20.3% | -23.6% |
| 1Y | -10.6% | -4.9% | -5.6% | -10.9% |
| 3Y | -24.9% | +24.8% | -49.7% | -45.2% |
| 5Y | -76.8% | +75.0% | -151.8% | -89.0% |
| All | -76.8% | +72.9% | -149.7% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 5y: compounded portfolio wealth divided by compounded CDNS 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…
5y analysis · Full analysis span regression · 6 months rolling