-79.9%
PATH vs CGNX
-23.6%
-56.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -23.9% | +1.5% | -25.4% | -24.6% |
| 30D | -11.8% | -1.8% | -10.0% | -11.6% |
| 3M | +29.0% | +5.3% | +23.8% | +22.8% |
| 6M | +19.7% | +22.3% | -2.6% | +3.9% |
| YTD | -15.4% | +72.2% | -87.6% | -43.7% |
| 1Y | +19.5% | +39.8% | -20.4% | -10.2% |
| 3Y | -24.9% | +44.8% | -69.8% | -49.8% |
| 5Y | -74.9% | -27.0% | -47.9% | -74.6% |
| All | -79.9% | -23.6% | -56.3% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling