-81.0%
PATH vs CGNX
-36.0%
-45.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.6% |
| 7D | -2.7% | -2.5% | -0.2% | -1.9% |
| 30D | -1.4% | -16.3% | +15.0% | +5.5% |
| 3M | -16.4% | -17.7% | +1.2% | -11.2% |
| 6M | +23.3% | -22.9% | +46.2% | +32.0% |
| YTD | -19.8% | +44.4% | -64.2% | -43.5% |
| 1Y | -8.6% | +35.6% | -44.1% | -32.8% |
| 3Y | -24.0% | +45.4% | -69.5% | -53.8% |
| 5Y | -77.1% | -33.4% | -43.7% | -75.9% |
| All | -81.0% | -36.0% | -45.0% | -80.4% |
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