-78.0%
PATH vs CG
+42.4%
-120.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.0% | -15.6% |
| 7D | -16.3% | -4.3% | -12.0% | -13.8% |
| 30D | +9.9% | -5.1% | +15.0% | +13.7% |
| 3M | +30.2% | +8.7% | +21.5% | +22.7% |
| 6M | +37.2% | -9.2% | +46.4% | +43.5% |
| YTD | -7.3% | -18.9% | +11.5% | +3.7% |
| 1Y | +40.0% | -25.6% | +65.6% | +64.3% |
| 3Y | -4.4% | +57.3% | -61.7% | -40.6% |
| 5Y | -76.0% | +10.2% | -86.2% | -81.6% |
| All | -78.0% | +42.4% | -120.3% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 all: compounded portfolio wealth divided by compounded CG 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…
all analysis · Full analysis span regression · 6 months rolling