-76.5%
PATH vs CFG
+67.7%
-144.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.5% |
| 7D | -4.8% | +1.8% | -6.6% | -5.8% |
| 30D | +2.7% | +3.3% | -0.6% | +0.7% |
| 3M | -4.2% | -9.8% | +5.7% | +1.5% |
| 6M | +24.7% | +5.2% | +19.6% | +19.7% |
| YTD | -17.6% | +16.1% | -33.7% | -26.4% |
| 1Y | -5.3% | +33.7% | -39.0% | -22.6% |
| 3Y | -22.0% | +181.2% | -203.2% | -62.6% |
| 5Y | -76.5% | +69.1% | -145.6% | -83.5% |
| All | -76.5% | +67.7% | -144.2% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling