-76.8%
PATH vs CDW
-8.7%
-68.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.1% | +2.4% | +0.3% |
| 7D | -5.6% | -4.1% | -1.5% | -3.7% |
| 30D | -0.7% | +16.7% | -17.4% | -11.5% |
| 3M | -5.9% | +13.6% | -19.5% | -15.2% |
| 6M | +21.6% | +17.0% | +4.6% | +3.4% |
| YTD | -20.6% | +18.1% | -38.8% | -33.5% |
| 1Y | -10.6% | +10.5% | -21.0% | -21.0% |
| 3Y | -24.9% | -20.9% | -4.0% | -18.5% |
| 5Y | -76.8% | -9.3% | -67.5% | -78.9% |
| All | -76.8% | -8.7% | -68.1% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling