-80.4%
PATH vs CG
+29.6%
-110.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | 0.0% |
| 7D | -4.8% | +9.4% | -14.2% | -10.3% |
| 30D | +2.7% | +8.7% | -6.1% | -3.0% |
| 3M | -4.2% | -15.0% | +10.8% | +6.1% |
| 6M | +24.7% | -13.2% | +38.0% | +34.5% |
| YTD | -17.6% | -26.2% | +8.6% | -2.3% |
| 1Y | -5.3% | -14.1% | +8.8% | +1.4% |
| 3Y | -22.0% | +59.2% | -81.2% | -52.8% |
| 5Y | -76.5% | -14.8% | -61.7% | -80.0% |
| All | -80.4% | +29.6% | -110.0% | -82.8% |
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