-80.4%
PATH vs CF
+171.6%
-252.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.3% | +3.3% |
| 7D | -4.8% | -6.9% | +2.1% | -4.2% |
| 30D | +2.7% | -3.7% | +6.4% | +2.9% |
| 3M | -4.2% | -5.0% | +0.8% | -3.8% |
| 6M | +24.7% | -10.5% | +35.2% | +25.6% |
| YTD | -17.6% | +46.5% | -64.1% | -22.5% |
| 1Y | -5.3% | +34.8% | -40.1% | -9.9% |
| 3Y | -22.0% | +46.7% | -68.7% | -27.7% |
| 5Y | -76.5% | +112.0% | -188.5% | -79.7% |
| All | -80.4% | +171.6% | -252.0% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling