-18.8%
PATH vs CDW
-15.9%
-2.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.7% | -9.8% | -3.7% |
| 7D | -4.8% | +3.7% | -8.5% | -7.1% |
| 30D | +2.7% | +26.0% | -23.3% | -9.8% |
| 3M | -4.2% | +10.1% | -14.3% | -10.0% |
| 6M | +24.7% | +26.1% | -1.3% | +6.3% |
| YTD | -17.6% | +25.9% | -43.4% | -29.9% |
| 1Y | -5.3% | +21.5% | -26.9% | -17.7% |
| All | -18.8% | -15.9% | -2.9% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling