-76.8%
PATH vs CFG
+61.9%
-138.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -1.9% |
| 7D | -5.6% | -2.2% | -3.4% | -4.4% |
| 30D | -0.7% | +0.4% | -1.1% | -0.9% |
| 3M | -5.9% | -12.6% | +6.7% | +1.6% |
| 6M | +21.6% | +0.6% | +21.0% | +19.8% |
| YTD | -20.6% | +12.4% | -33.1% | -27.8% |
| 1Y | -10.6% | +27.7% | -38.3% | -24.9% |
| 3Y | -24.9% | +172.4% | -197.3% | -63.3% |
| 5Y | -76.8% | +64.0% | -140.8% | -83.4% |
| All | -76.8% | +61.9% | -138.7% | -83.4% |
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