-63.1%
PATH vs CEG
+555.1%
-618.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -3.3% |
| 7D | -5.6% | -9.4% | +3.8% | -4.0% |
| 30D | -0.7% | -20.2% | +19.5% | +3.1% |
| 3M | -5.9% | -9.5% | +3.6% | -5.1% |
| 6M | +21.6% | -25.0% | +46.6% | +26.4% |
| YTD | -20.6% | -31.9% | +11.2% | -16.7% |
| 1Y | -10.6% | -33.7% | +23.1% | -5.8% |
| 3Y | -24.9% | +108.7% | -133.6% | -48.3% |
| All | -63.1% | +555.1% | -618.3% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling