-81.2%
PATH vs CFG
+88.1%
-169.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | -5.3% | -0.9% | -4.4% | -4.9% |
| 30D | -0.5% | +1.1% | -1.6% | -1.1% |
| 3M | -7.1% | -12.0% | +4.8% | -0.7% |
| 6M | +23.8% | -2.2% | +26.0% | +24.1% |
| YTD | -20.7% | +11.4% | -32.1% | -26.9% |
| 1Y | -8.1% | +27.8% | -35.9% | -21.8% |
| 3Y | -21.8% | +173.3% | -195.1% | -58.9% |
| 5Y | -76.8% | +62.4% | -139.3% | -83.7% |
| All | -81.2% | +88.1% | -169.3% | -86.0% |
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