-6.1%
PATH vs CEG
+186.0%
-192.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +4.9% | -21.5% | -17.2% |
| 7D | -16.3% | +8.0% | -24.3% | -17.3% |
| 30D | +9.9% | +12.9% | -3.0% | +8.0% |
| 3M | +30.2% | +13.2% | +17.0% | +27.4% |
| 6M | +37.2% | -7.0% | +44.2% | +37.6% |
| YTD | -7.3% | -15.0% | +7.7% | -6.0% |
| 1Y | +40.0% | -2.7% | +42.7% | +38.8% |
| All | -6.1% | +186.0% | -192.2% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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