+40.0%
PATH vs CDW
-5.0%
+45.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.6% | -16.2% |
| 7D | -16.3% | +3.2% | -19.5% | -17.4% |
| 30D | +9.9% | +9.3% | +0.6% | +5.6% |
| 3M | +30.2% | +9.8% | +20.4% | +24.2% |
| 6M | +37.2% | +23.3% | +13.9% | +21.3% |
| YTD | -7.3% | +13.7% | -21.0% | -13.8% |
| 1Y | +40.0% | -6.5% | +46.5% | +40.2% |
| All | +40.0% | -5.0% | +45.0% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling