-78.0%
PATH vs CF
+224.3%
-302.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.2% | -13.4% | -16.3% |
| 7D | -16.3% | +6.0% | -22.3% | -16.7% |
| 30D | +9.9% | +14.8% | -4.9% | +8.6% |
| 3M | +30.2% | +14.1% | +16.1% | +28.4% |
| 6M | +37.2% | +28.5% | +8.7% | +32.3% |
| YTD | -7.3% | +74.9% | -82.3% | -14.1% |
| 1Y | +40.0% | +61.7% | -21.7% | +31.0% |
| 3Y | -4.4% | +80.3% | -84.7% | -13.1% |
| 5Y | -76.0% | +226.0% | -302.0% | -80.2% |
| All | -78.0% | +224.3% | -302.3% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling