-78.0%
PATH vs CGNX
-22.9%
-55.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.4% | -19.0% | -17.7% |
| 7D | -16.3% | +3.0% | -19.3% | -17.6% |
| 30D | +9.9% | -11.8% | +21.8% | +15.5% |
| 3M | +30.2% | -3.6% | +33.8% | +29.2% |
| 6M | +37.2% | +17.4% | +19.8% | +21.5% |
| YTD | -7.3% | +73.7% | -81.1% | -38.6% |
| 1Y | +40.0% | +41.5% | -1.5% | +4.7% |
| 3Y | -4.4% | +34.1% | -38.5% | -32.1% |
| 5Y | -76.0% | -27.3% | -48.7% | -75.6% |
| All | -78.0% | -22.9% | -55.1% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling