-76.5%
PATH vs CDW
-3.6%
-72.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.7% | -9.8% | -5.4% |
| 7D | -4.8% | +3.7% | -8.5% | -7.8% |
| 30D | +2.7% | +26.0% | -23.3% | -12.9% |
| 3M | -4.2% | +10.1% | -14.3% | -11.8% |
| 6M | +24.7% | +26.1% | -1.3% | +0.9% |
| YTD | -17.6% | +25.9% | -43.4% | -33.7% |
| 1Y | -5.3% | +21.5% | -26.9% | -21.8% |
| 3Y | -22.0% | -15.7% | -6.3% | -18.8% |
| 5Y | -76.5% | -2.3% | -74.2% | -79.5% |
| All | -76.5% | -3.6% | -72.9% | -79.5% |
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