-80.4%
PATH vs CDNS
+133.0%
-213.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +1.6% |
| 7D | -4.8% | -3.8% | -1.0% | -2.3% |
| 30D | +2.7% | -6.8% | +9.4% | +7.0% |
| 3M | -4.2% | -3.3% | -0.9% | -3.2% |
| 6M | +24.7% | -5.7% | +30.5% | +26.9% |
| YTD | -17.6% | +5.4% | -23.0% | -23.7% |
| 1Y | -5.3% | -1.1% | -4.2% | -8.1% |
| 3Y | -22.0% | +32.1% | -54.0% | -44.9% |
| 5Y | -76.5% | +83.5% | -160.0% | -88.5% |
| All | -80.4% | +133.0% | -213.4% | -92.2% |
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