-78.0%
PATH vs CFG
+108.9%
-186.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.6% | -16.6% |
| 7D | -16.3% | +1.5% | -17.8% | -17.0% |
| 30D | +9.9% | -3.8% | +13.7% | +12.0% |
| 3M | +30.2% | +11.5% | +18.7% | +21.9% |
| 6M | +37.2% | +19.2% | +18.0% | +22.7% |
| YTD | -7.3% | +23.7% | -31.0% | -19.3% |
| 1Y | +40.0% | +38.8% | +1.2% | +13.7% |
| 3Y | -4.4% | +178.9% | -183.3% | -50.4% |
| 5Y | -76.0% | +101.8% | -177.8% | -84.0% |
| All | -78.0% | +108.9% | -186.9% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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