-78.0%
PATH vs CDW
-9.6%
-68.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.6% | -16.0% |
| 7D | -16.3% | +3.2% | -19.5% | -17.9% |
| 30D | +9.9% | +9.3% | +0.6% | +3.3% |
| 3M | +30.2% | +9.8% | +20.4% | +20.7% |
| 6M | +37.2% | +23.3% | +13.9% | +13.7% |
| YTD | -7.3% | +13.7% | -21.0% | -18.8% |
| 1Y | +40.0% | -6.5% | +46.5% | +41.4% |
| 3Y | -4.4% | -25.2% | +20.8% | +9.8% |
| 5Y | -76.0% | -19.5% | -56.5% | -76.6% |
| All | -78.0% | -9.6% | -68.4% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling