-21.8%
PATH vs CFG
+171.1%
-192.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -2.1% |
| 7D | -5.6% | -2.2% | -3.4% | -4.6% |
| 30D | -0.7% | +0.4% | -1.1% | -0.9% |
| 3M | -5.9% | -12.6% | +6.7% | +0.4% |
| 6M | +21.6% | +0.6% | +21.0% | +20.1% |
| YTD | -20.6% | +12.4% | -33.1% | -27.0% |
| 1Y | -10.6% | +27.7% | -38.3% | -23.7% |
| All | -21.8% | +171.1% | -192.9% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling