-8.1%
PATH vs CDW
+10.0%
-18.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -5.3% | +2.1% | -7.4% | -6.4% |
| 30D | -0.5% | +14.7% | -15.3% | -7.1% |
| 3M | -7.1% | +11.1% | -18.3% | -12.1% |
| 6M | +23.8% | +45.6% | -21.8% | +4.3% |
| YTD | -20.7% | +17.1% | -37.8% | -26.7% |
| 1Y | -8.1% | +13.2% | -21.2% | -12.7% |
| All | -8.1% | +10.0% | -18.1% | -12.7% |
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