-78.0%
PATH vs CDNS
+107.0%
-185.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.0% | -12.6% | -13.7% |
| 7D | -16.3% | -14.0% | -2.3% | -6.5% |
| 30D | +9.9% | -13.2% | +23.1% | +21.9% |
| 3M | +30.2% | -28.9% | +59.1% | +65.1% |
| 6M | +37.2% | -4.2% | +41.4% | +39.4% |
| YTD | -7.3% | -6.4% | -1.0% | -5.1% |
| 1Y | +40.0% | -16.2% | +56.2% | +55.8% |
| 3Y | -4.4% | +20.2% | -24.6% | -27.1% |
| 5Y | -76.0% | +76.6% | -152.7% | -87.8% |
| All | -78.0% | +107.0% | -185.0% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling